+8.6%
GRAB vs SW
+39.0%
-30.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | +25.8% | +2.3% | +23.5% | +25.2% |
| 30D | +10.7% | +6.8% | +3.9% | +8.9% |
| 3M | -7.1% | -5.2% | -1.9% | -5.9% |
| 6M | -9.5% | +7.4% | -17.0% | -11.4% |
| YTD | -31.7% | +17.4% | -49.1% | -34.8% |
| 1Y | -39.4% | +27.1% | -66.5% | -43.3% |
| 3Y | +8.6% | +47.9% | -39.3% | +2.5% |
| All | +8.6% | +39.0% | -30.4% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling