-44.8%
GRAB vs SGI
-21.0%
-23.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -10.8% | -4.5% | -6.4% | -9.8% |
| 30D | -15.5% | +4.2% | -19.7% | -16.3% |
| 3M | -9.0% | -7.4% | -1.5% | -7.8% |
| 6M | -21.6% | -15.1% | -6.5% | -20.1% |
| YTD | -38.9% | -24.7% | -14.2% | -37.8% |
| 1Y | -44.8% | -21.8% | -23.1% | -43.0% |
| All | -44.8% | -21.0% | -23.9% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling