-53.0%
SWKS vs GSK
+48.0%
-101.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.5% | +4.0% |
| 7D | +12.5% | -1.8% | +14.3% | +13.0% |
| 30D | +10.5% | -2.2% | +12.7% | +11.1% |
| 3M | -7.4% | -1.8% | -5.6% | -7.3% |
| 6M | +32.7% | -10.6% | +43.3% | +36.3% |
| YTD | +19.2% | +4.4% | +14.7% | +16.6% |
| 1Y | +2.4% | +30.4% | -28.0% | -6.7% |
| 3Y | -25.6% | +60.1% | -85.7% | -36.6% |
| All | -53.0% | +48.0% | -101.1% | -60.9% |
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 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