-36.5%
SWKS vs GSK
+44.4%
-81.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +9.4% | +1.1% | +8.3% | +9.1% |
| 30D | +17.0% | +6.3% | +10.6% | +15.0% |
| 3M | +28.9% | +1.8% | +27.1% | +27.8% |
| 6M | +33.1% | +1.7% | +31.5% | +31.6% |
| YTD | +44.8% | +6.5% | +38.2% | +40.6% |
| 1Y | +36.2% | +9.5% | +26.7% | +31.2% |
| 3Y | +11.5% | +65.3% | -53.8% | -5.8% |
| All | -36.5% | +44.4% | -81.0% | -46.3% |
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