+100.5%
GSK vs SWK
+32.9%
+67.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.9% |
| 7D | +4.9% | +10.7% | -5.8% | +3.2% |
| 30D | +10.8% | +33.3% | -22.5% | +5.8% |
| 3M | -1.8% | +14.7% | -16.5% | -4.1% |
| 6M | +4.1% | +48.5% | -44.4% | -2.7% |
| YTD | +7.9% | +63.9% | -56.0% | -1.1% |
| 1Y | +14.4% | +80.4% | -66.0% | +3.3% |
| 3Y | +68.1% | +58.1% | +10.0% | +51.2% |
| 5Y | +47.7% | -24.5% | +72.2% | +49.9% |
| 10Y | +100.5% | +29.5% | +71.0% | +77.6% |
| All | +100.5% | +32.9% | +67.6% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling