-43.6%
SWKS vs GRAB
-71.7%
+28.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.5% |
| 7D | -6.2% | +25.8% | -32.0% | -9.6% |
| 30D | -1.5% | +10.7% | -12.2% | -3.3% |
| 3M | +23.0% | -7.1% | +30.0% | +23.7% |
| 6M | +27.6% | -9.5% | +37.2% | +28.6% |
| YTD | +32.3% | -31.7% | +64.0% | +39.2% |
| 1Y | +20.1% | -39.4% | +59.6% | +28.7% |
| 3Y | +0.6% | +8.6% | -7.9% | -3.3% |
| All | -43.6% | -71.7% | +28.1% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling