-72.7%
GRAB vs SAN
+495.4%
-568.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.8% |
| 7D | -6.1% | +3.3% | -9.4% | -7.2% |
| 30D | -11.2% | +1.1% | -12.3% | -11.6% |
| 3M | -2.4% | +22.2% | -24.6% | -9.4% |
| 6M | -18.3% | +36.0% | -54.4% | -27.1% |
| YTD | -34.9% | +28.2% | -63.1% | -40.9% |
| 1Y | -37.4% | +54.1% | -91.5% | -46.8% |
| 3Y | -12.6% | +354.2% | -366.9% | -48.7% |
| 5Y | -69.7% | +387.3% | -457.0% | -83.4% |
| All | -72.7% | +495.4% | -568.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling