-74.3%
GRAB vs SAN
+499.4%
-573.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -0.9% | +0.5% |
| 7D | -10.8% | +0.2% | -11.0% | -10.9% |
| 30D | -15.5% | +0.9% | -16.5% | -15.8% |
| 3M | -9.0% | +19.1% | -28.1% | -14.6% |
| 6M | -21.6% | +33.2% | -54.8% | -29.5% |
| YTD | -38.9% | +29.1% | -68.0% | -44.6% |
| 1Y | -44.8% | +50.2% | -95.1% | -52.7% |
| 3Y | -18.4% | +351.0% | -369.5% | -52.0% |
| 5Y | -71.6% | +394.7% | -466.3% | -84.5% |
| All | -74.3% | +499.4% | -573.8% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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