-32.3%
GRAB vs SWK
+37.3%
-69.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -5.3% | -0.4% | -4.8% | -5.1% |
| 30D | -8.6% | -5.7% | -2.8% | -7.1% |
| 3M | -1.2% | +24.1% | -25.2% | -6.8% |
| 6M | -16.6% | +24.7% | -41.3% | -22.6% |
| YTD | -31.5% | +33.9% | -65.4% | -37.6% |
| 1Y | -32.3% | +34.7% | -67.0% | -37.7% |
| All | -32.3% | +37.3% | -69.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling