-43.6%
SWKS vs GSK
+43.2%
-86.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -6.2% | +1.7% | -7.8% | -6.6% |
| 30D | -1.5% | +7.0% | -8.5% | -3.3% |
| 3M | +23.0% | -2.7% | +25.6% | +23.4% |
| 6M | +27.6% | +1.4% | +26.2% | +26.1% |
| YTD | +32.3% | +5.3% | +27.0% | +28.9% |
| 1Y | +20.1% | +10.6% | +9.5% | +15.3% |
| 3Y | +0.6% | +62.6% | -61.9% | -14.6% |
| All | -43.6% | +43.2% | -86.8% | -52.3% |
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