-39.2%
SWKS vs GRAB
-72.7%
+33.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.0% | +6.8% | +2.6% |
| 7D | +11.8% | -6.1% | +17.9% | +12.9% |
| 30D | +6.7% | -11.2% | +17.9% | +8.6% |
| 3M | 0.0% | -2.4% | +2.4% | +0.1% |
| 6M | +38.7% | -18.3% | +57.1% | +42.4% |
| YTD | +21.4% | -34.9% | +56.2% | +29.0% |
| 1Y | +2.9% | -37.4% | +40.3% | +9.8% |
| 3Y | -16.4% | -12.6% | -3.8% | -16.8% |
| 5Y | -51.2% | -69.7% | +18.6% | -51.3% |
| All | -39.2% | -72.7% | +33.5% | -36.8% |
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