-73.9%
GRAB vs S
-57.1%
-16.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -10.8% | -0.7% | -10.2% | -10.6% |
| 30D | -15.5% | -11.4% | -4.1% | -13.1% |
| 3M | -9.0% | +33.8% | -42.8% | -17.4% |
| 6M | -21.6% | +39.5% | -61.1% | -30.7% |
| YTD | -38.9% | +31.7% | -70.5% | -45.3% |
| 1Y | -44.8% | +7.0% | -51.8% | -47.8% |
| 3Y | -18.4% | +11.8% | -30.2% | -29.6% |
| 5Y | -71.6% | -69.0% | -2.6% | -67.1% |
| All | -73.9% | -57.1% | -16.9% | -70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling