-41.9%
GRAB vs S
+36.5%
-78.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.6% | +6.0% | +7.5% |
| 7D | +22.2% | -8.2% | +30.4% | +23.5% |
| 30D | +6.0% | -7.6% | +13.6% | +7.0% |
| 3M | -9.7% | +12.0% | -21.6% | -11.9% |
| 6M | -7.2% | +50.6% | -57.8% | -15.0% |
| YTD | -32.7% | +56.6% | -89.3% | -38.9% |
| 1Y | -41.9% | +39.2% | -81.2% | -46.1% |
| All | -41.9% | +36.5% | -78.4% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling