-72.8%
GRAB vs SWK
-26.6%
-46.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.0% | -1.4% | -3.6% | -4.5% |
| 30D | +11.3% | +25.5% | -14.1% | +2.7% |
| 3M | -12.4% | +11.8% | -24.2% | -15.9% |
| 6M | -10.7% | +48.7% | -59.4% | -22.7% |
| YTD | -35.1% | +57.2% | -92.3% | -45.4% |
| 1Y | -41.5% | +75.3% | -116.8% | -52.8% |
| 3Y | -2.7% | +51.9% | -54.6% | -22.6% |
| 5Y | -80.2% | -30.7% | -49.5% | -81.5% |
| All | -72.8% | -26.6% | -46.1% | -76.2% |
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