-47.2%
GLXY vs SWK
+74.4%
-121.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.3% |
| 7D | +5.3% | -1.4% | +6.6% | +5.7% |
| 30D | -19.8% | +25.5% | -45.3% | -27.7% |
| 3M | -31.4% | +11.8% | -43.1% | -34.6% |
| 6M | -53.3% | +48.7% | -102.0% | -61.7% |
| YTD | -35.7% | +57.2% | -92.9% | -50.8% |
| 1Y | -47.2% | +75.3% | -122.5% | -61.3% |
| All | -47.2% | +74.4% | -121.6% | -61.3% |
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