-55.0%
GLXY vs SWK
+71.2%
-126.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.3% |
| 7D | -14.6% | +11.0% | -25.7% | -18.0% |
| 30D | -36.2% | +30.1% | -66.2% | -43.6% |
| 3M | -30.1% | +14.7% | -44.7% | -34.2% |
| 6M | -56.1% | +44.5% | -100.6% | -63.8% |
| YTD | -38.9% | +59.4% | -98.3% | -54.6% |
| 1Y | -55.0% | +77.5% | -132.6% | -68.9% |
| All | -55.0% | +71.2% | -126.2% | -68.9% |
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