+12.9%
SWKS vs GSK
+1.7%
+11.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -2.5% |
| 7D | -9.2% | +3.6% | -12.7% | -8.2% |
| 30D | -1.9% | +8.2% | -10.1% | +0.5% |
| 3M | +21.2% | -1.2% | +22.4% | +22.4% |
| 6M | +12.9% | +1.9% | +11.0% | +17.2% |
| All | +12.9% | +1.7% | +11.1% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling