-18.7%
GRAB vs S
+13.6%
-32.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.5% | -6.5% |
| 7D | -13.9% | -1.2% | -12.7% | -13.7% |
| 30D | -17.2% | -12.6% | -4.6% | -15.2% |
| 3M | -7.9% | +27.6% | -35.4% | -13.2% |
| 6M | -23.2% | +35.5% | -58.7% | -29.3% |
| YTD | -39.1% | +29.6% | -68.7% | -43.5% |
| 1Y | -42.5% | +8.1% | -50.7% | -44.7% |
| All | -18.7% | +13.6% | -32.3% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling