+8.2%
GSK vs SWK
+76.3%
-68.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -1.1% | -2.3% | +1.2% | -0.6% |
| 30D | +7.8% | +30.4% | -22.6% | +2.0% |
| 3M | +0.3% | +12.1% | -11.8% | -2.1% |
| 6M | +3.4% | +49.1% | -45.6% | -5.8% |
| YTD | +5.9% | +60.4% | -54.5% | -7.2% |
| 1Y | +8.2% | +78.3% | -70.1% | -9.0% |
| All | +8.2% | +76.3% | -68.1% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling