-43.1%
GLXY vs SWK
+73.6%
-116.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.6% | -4.5% | -6.2% |
| 7D | -28.4% | +11.3% | -39.7% | -32.0% |
| 30D | -41.4% | +28.1% | -69.5% | -48.3% |
| 3M | -31.9% | +12.6% | -44.5% | -35.9% |
| 6M | -57.2% | +51.7% | -108.9% | -65.8% |
| YTD | -41.9% | +60.0% | -101.9% | -55.7% |
| 1Y | -58.7% | +72.7% | -131.4% | -69.6% |
| All | -43.1% | +73.6% | -116.6% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling