+1,724.7%
GSK vs SWK
+1,542.3%
+182.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.1% | -0.9% |
| 7D | +3.6% | +11.3% | -7.7% | +1.2% |
| 30D | +8.2% | +28.1% | -19.9% | +2.6% |
| 3M | -1.2% | +12.6% | -13.7% | -3.8% |
| 6M | +1.9% | +51.7% | -49.8% | -7.2% |
| YTD | +5.5% | +60.0% | -54.5% | -5.4% |
| 1Y | +11.8% | +72.7% | -60.9% | -1.5% |
| 3Y | +64.5% | +46.3% | +18.2% | +45.4% |
| 5Y | +41.9% | -24.6% | +66.5% | +40.9% |
| 10Y | +105.1% | +32.2% | +72.8% | +67.8% |
| All | +1,724.7% | +1,542.3% | +182.4% | +633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling