-0.8%
SW vs GLXY
-44.8%
+44.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.6% | -1.1% |
| 7D | +4.7% | -28.4% | +33.1% | +6.5% |
| 30D | +5.0% | -41.4% | +46.4% | +8.3% |
| 3M | -7.3% | -31.9% | +24.6% | -5.9% |
| 6M | +15.0% | -57.2% | +72.2% | +20.8% |
| YTD | +18.5% | -41.9% | +60.5% | +19.8% |
| 1Y | +27.1% | -58.7% | +85.8% | +31.7% |
| All | -0.8% | -44.8% | +44.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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