-58.7%
GLXY vs SWK
+82.9%
-141.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.6% | -4.5% | -6.4% |
| 7D | -28.4% | +11.3% | -39.7% | -31.3% |
| 30D | -41.4% | +28.1% | -69.5% | -47.8% |
| 3M | -31.9% | +12.6% | -44.5% | -35.3% |
| 6M | -57.2% | +51.7% | -108.9% | -65.6% |
| YTD | -41.9% | +60.0% | -101.9% | -57.0% |
| 1Y | -58.7% | +72.7% | -131.4% | -70.9% |
| All | -58.7% | +82.9% | -141.7% | -70.9% |
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