-72.2%
GRAB vs SW
-2.6%
-69.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | +25.8% | +2.3% | +23.5% | +25.3% |
| 30D | +10.7% | +6.8% | +3.9% | +9.3% |
| 3M | -7.1% | -5.2% | -1.9% | -6.1% |
| 6M | -9.5% | +7.4% | -17.0% | -11.1% |
| YTD | -31.7% | +17.4% | -49.1% | -34.3% |
| 1Y | -39.4% | +27.1% | -66.5% | -42.6% |
| 3Y | +8.6% | +47.9% | -39.3% | -0.5% |
| All | -72.2% | -2.6% | -69.6% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling