-1.6%
SW vs GSK
+43.5%
-45.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | +4.7% | +3.6% | +1.1% | +4.0% |
| 30D | +5.0% | +8.2% | -3.2% | +3.6% |
| 3M | -7.3% | -1.2% | -6.2% | -7.2% |
| 6M | +15.0% | +1.9% | +13.1% | +14.7% |
| YTD | +18.5% | +5.5% | +13.0% | +18.2% |
| 1Y | +27.1% | +11.8% | +15.3% | +26.2% |
| 3Y | +49.3% | +64.5% | -15.2% | +42.5% |
| 5Y | -1.6% | +41.9% | -43.5% | -8.0% |
| All | -1.6% | +43.5% | -45.2% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling