-72.8%
GRAB vs SW
+19.1%
-91.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -5.0% | -2.9% | -2.1% | -4.5% |
| 30D | +11.3% | +5.0% | +6.3% | +10.4% |
| 3M | -12.4% | -13.7% | +1.2% | -10.4% |
| 6M | -10.7% | +8.0% | -18.8% | -12.0% |
| YTD | -35.1% | +14.0% | -49.0% | -36.7% |
| 1Y | -41.5% | +25.6% | -67.1% | -43.9% |
| 3Y | -2.7% | +40.1% | -42.8% | -8.1% |
| 5Y | -80.2% | -2.6% | -77.6% | -80.9% |
| All | -72.8% | +19.1% | -91.8% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling