-27.4%
SWKS vs GRAB
-72.8%
+45.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.1% |
| 7D | +10.9% | -6.9% | +17.8% | +12.0% |
| 30D | +17.6% | +8.7% | +8.9% | +15.8% |
| 3M | +29.2% | -10.2% | +39.5% | +30.6% |
| 6M | +37.0% | -11.0% | +47.9% | +38.2% |
| YTD | +44.9% | -35.1% | +80.0% | +53.3% |
| 1Y | +33.8% | -44.0% | +77.9% | +44.8% |
| 3Y | +10.2% | -0.9% | +11.1% | +7.4% |
| 5Y | -37.0% | -80.2% | +43.2% | -34.2% |
| All | -27.4% | -72.8% | +45.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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