+9.5%
GSK vs SWK
+74.4%
-64.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.1% | -1.4% | +2.5% | +1.5% |
| 30D | +6.3% | +25.5% | -19.1% | +1.4% |
| 3M | +1.8% | +11.8% | -10.0% | -0.6% |
| 6M | +1.7% | +48.7% | -47.0% | -7.5% |
| YTD | +6.5% | +57.2% | -50.6% | -6.3% |
| 1Y | +9.5% | +75.3% | -65.8% | -7.8% |
| All | +9.5% | +74.4% | -64.9% | -7.8% |
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