-77.9%
GRAB vs SW
+2.5%
-80.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +7.4% | +2.2% | +5.2% | +7.0% |
| 30D | +5.0% | +7.4% | -2.4% | +3.5% |
| 3M | -8.7% | -5.9% | -2.8% | -7.7% |
| 6M | -9.9% | +9.0% | -18.9% | -11.7% |
| YTD | -32.9% | +18.1% | -51.0% | -35.5% |
| 1Y | -43.2% | +28.7% | -71.9% | -46.3% |
| 3Y | +2.4% | +48.8% | -46.3% | -6.2% |
| 5Y | -77.9% | +2.5% | -80.4% | -78.5% |
| All | -77.9% | +2.5% | -80.4% | -78.5% |
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 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