-72.0%
GRAB vs SAN
+379.7%
-451.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -12.0% | -2.8% | -9.2% | -11.0% |
| 30D | -19.5% | -0.5% | -19.0% | -19.4% |
| 3M | -8.0% | +22.7% | -30.7% | -15.2% |
| 6M | -22.2% | +28.8% | -51.0% | -29.8% |
| YTD | -39.7% | +26.3% | -65.9% | -45.4% |
| 1Y | -43.2% | +48.8% | -92.1% | -51.8% |
| 3Y | -19.1% | +347.2% | -366.3% | -55.0% |
| 5Y | -72.0% | +383.8% | -455.8% | -85.8% |
| All | -72.0% | +379.7% | -451.7% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling