+32.4%
SWKS vs GSK
+101.6%
-69.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.2% |
| 7D | -2.7% | +4.9% | -7.7% | -4.8% |
| 30D | +8.5% | +10.8% | -2.4% | +3.5% |
| 3M | +17.3% | -1.8% | +19.1% | +17.4% |
| 6M | +25.1% | +4.1% | +21.0% | +21.1% |
| YTD | +33.3% | +7.9% | +25.5% | +26.2% |
| 1Y | +22.9% | +14.4% | +8.5% | +13.0% |
| 3Y | +5.5% | +68.1% | -62.6% | -22.4% |
| 5Y | -41.9% | +47.7% | -89.6% | -55.4% |
| 10Y | +32.4% | +100.5% | -68.1% | -13.9% |
| All | +32.4% | +101.6% | -69.1% | -13.9% |
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