-74.4%
GRAB vs SWK
-40.6%
-33.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.7% |
| 7D | -13.9% | -4.6% | -9.3% | -12.4% |
| 30D | -17.2% | -9.9% | -7.3% | -14.1% |
| 3M | -7.9% | +15.4% | -23.3% | -12.6% |
| 6M | -23.2% | +25.0% | -48.2% | -29.5% |
| YTD | -39.1% | +27.2% | -66.3% | -44.7% |
| 1Y | -42.5% | +24.6% | -67.1% | -47.7% |
| 3Y | -18.3% | +13.7% | -31.9% | -27.5% |
| 5Y | -71.7% | -41.5% | -30.2% | -71.9% |
| All | -74.4% | -40.6% | -33.8% | -75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling