+103.6%
GSK vs SWK
+29.6%
+74.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.7% | +11.0% | -9.4% | -0.1% |
| 30D | +7.0% | +30.1% | -23.0% | +2.6% |
| 3M | -2.7% | +14.7% | -17.3% | -4.9% |
| 6M | +1.4% | +44.5% | -43.1% | -4.8% |
| YTD | +5.3% | +59.4% | -54.0% | -3.0% |
| 1Y | +10.6% | +77.5% | -66.9% | +0.1% |
| 3Y | +62.6% | +49.5% | +13.1% | +47.6% |
| 5Y | +41.7% | -24.9% | +66.6% | +43.8% |
| All | +103.6% | +29.6% | +74.1% | +78.2% |
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