-36.4%
GLXY vs SWK
+77.8%
-114.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +5.3% |
| 7D | -0.5% | +10.7% | -11.2% | -4.7% |
| 30D | -28.6% | +33.3% | -62.0% | -38.1% |
| 3M | -28.1% | +14.7% | -42.7% | -32.6% |
| 6M | -52.0% | +48.5% | -100.5% | -61.0% |
| YTD | -35.1% | +63.9% | -99.0% | -50.9% |
| 1Y | -54.0% | +80.4% | -134.4% | -66.8% |
| All | -36.4% | +77.8% | -114.2% | -54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling