+147.8%
SW vs GSK
+80.0%
+67.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.7% |
| 7D | -5.1% | -1.8% | -3.3% | -4.7% |
| 30D | -4.6% | -2.2% | -2.4% | -4.1% |
| 3M | +9.4% | -1.8% | +11.2% | +9.8% |
| 6M | +3.5% | -10.6% | +14.1% | +6.1% |
| YTD | +22.0% | +4.4% | +17.6% | +21.0% |
| 1Y | +2.2% | +30.4% | -28.2% | -3.6% |
| 3Y | +19.6% | +60.1% | -40.5% | +5.9% |
| 5Y | -2.3% | +46.8% | -49.1% | -13.1% |
| All | +147.8% | +80.0% | +67.8% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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