-71.2%
GRAB vs SWK
-37.5%
-33.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -5.3% | -0.4% | -4.8% | -5.1% |
| 30D | -8.6% | -5.7% | -2.8% | -6.7% |
| 3M | -1.2% | +24.1% | -25.2% | -8.6% |
| 6M | -16.6% | +24.7% | -41.3% | -23.4% |
| YTD | -31.5% | +33.9% | -65.4% | -39.0% |
| 1Y | -32.3% | +34.7% | -67.0% | -40.1% |
| 3Y | -10.7% | +15.3% | -26.0% | -21.0% |
| 5Y | -67.9% | -39.3% | -28.6% | -68.6% |
| All | -71.2% | -37.5% | -33.8% | -73.4% |
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