-55.2%
GLXY vs SWK
+87.6%
-142.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +13.1% | -30.1% | -20.2% |
| 7D | -26.8% | +17.9% | -44.7% | -31.4% |
| 30D | -38.3% | +31.9% | -70.3% | -45.6% |
| 3M | -36.9% | +16.6% | -53.5% | -40.8% |
| 6M | -52.1% | +61.1% | -113.2% | -62.3% |
| YTD | -37.5% | +64.2% | -101.7% | -53.8% |
| 1Y | -55.2% | +85.2% | -140.4% | -69.4% |
| All | -55.2% | +87.6% | -142.8% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling