+152.5%
QQQM vs GSK
+68.0%
+84.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.0% | -3.6% | +4.6% | +1.5% |
| 30D | -0.6% | -5.9% | +5.3% | +0.1% |
| 3M | +1.3% | -4.3% | +5.6% | +1.7% |
| 6M | +18.2% | -10.8% | +29.0% | +19.8% |
| YTD | +16.9% | +1.8% | +15.1% | +15.9% |
| 1Y | +24.0% | +23.5% | +0.6% | +18.7% |
| 3Y | +96.0% | +49.5% | +46.5% | +77.7% |
| 5Y | +95.2% | +49.7% | +45.5% | +75.0% |
| All | +152.5% | +68.0% | +84.5% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling