-40.3%
SWKS vs GRAB
-71.2%
+30.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | -5.3% | +17.8% | +13.4% |
| 30D | +10.5% | -8.6% | +19.1% | +12.0% |
| 3M | -7.4% | -1.2% | -6.2% | -7.4% |
| 6M | +32.7% | -16.6% | +49.2% | +35.8% |
| YTD | +19.2% | -31.5% | +50.6% | +25.7% |
| 1Y | +2.4% | -32.3% | +34.7% | +8.0% |
| 3Y | -25.6% | -10.7% | -14.9% | -26.2% |
| 5Y | -53.4% | -67.9% | +14.4% | -54.0% |
| All | -40.3% | -71.2% | +30.9% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling