+8,794.6%
SWKS vs GSK
+1,724.7%
+7,070.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.5% |
| 7D | -9.2% | +3.6% | -12.7% | -10.6% |
| 30D | -1.9% | +8.2% | -10.1% | -5.3% |
| 3M | +21.2% | -1.2% | +22.4% | +20.9% |
| 6M | +12.9% | +1.9% | +11.0% | +10.5% |
| YTD | +30.7% | +5.5% | +25.2% | +25.6% |
| 1Y | +14.1% | +11.8% | +2.3% | +7.0% |
| 3Y | -1.7% | +64.5% | -66.2% | -23.1% |
| 5Y | -43.0% | +41.9% | -84.9% | -53.5% |
| 10Y | +34.3% | +105.1% | -70.8% | -6.3% |
| All | +8,794.6% | +1,724.7% | +7,070.0% | +3,519.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling