-71.1%
GRAB vs SWK
-23.5%
-47.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | -0.1% |
| 7D | +20.3% | +10.7% | +9.6% | +15.9% |
| 30D | +7.8% | +33.3% | -25.5% | -2.7% |
| 3M | -6.0% | +14.7% | -20.7% | -10.6% |
| 6M | -7.5% | +48.5% | -56.0% | -19.9% |
| YTD | -31.1% | +63.9% | -95.0% | -42.9% |
| 1Y | -38.1% | +80.4% | -118.5% | -50.5% |
| 3Y | +4.6% | +58.1% | -53.6% | -18.0% |
| 5Y | -77.9% | -24.5% | -53.5% | -79.9% |
| All | -71.1% | -23.5% | -47.6% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling