+182.7%
SW vs GSK
+103.4%
+79.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +2.3% | +1.7% | +0.7% | +1.9% |
| 30D | +6.8% | +7.0% | -0.3% | +5.0% |
| 3M | -5.2% | -2.7% | -2.5% | -4.6% |
| 6M | +7.4% | +1.4% | +6.0% | +7.0% |
| YTD | +17.4% | +5.3% | +12.1% | +16.1% |
| 1Y | +27.1% | +10.6% | +16.5% | +24.4% |
| 3Y | +47.9% | +62.6% | -14.7% | +30.4% |
| 5Y | -2.6% | +41.7% | -44.2% | -12.4% |
| All | +182.7% | +103.4% | +79.3% | +127.0% |
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