+19.6%
SW vs GSK
+60.3%
-40.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | -5.1% | -1.8% | -3.3% | -4.8% |
| 30D | -4.6% | -2.2% | -2.4% | -4.2% |
| 3M | +9.4% | -1.8% | +11.2% | +9.8% |
| 6M | +3.5% | -10.6% | +14.1% | +5.4% |
| YTD | +22.0% | +4.4% | +17.6% | +22.2% |
| 1Y | +2.2% | +30.4% | -28.2% | +0.1% |
| All | +19.6% | +60.3% | -40.8% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling