-18.4%
GRAB vs SGI
+51.7%
-70.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -10.8% | -4.5% | -6.4% | -9.7% |
| 30D | -15.5% | +4.2% | -19.7% | -16.4% |
| 3M | -9.0% | -7.4% | -1.5% | -7.5% |
| 6M | -21.6% | -15.1% | -6.5% | -19.1% |
| YTD | -38.9% | -24.7% | -14.2% | -35.6% |
| 1Y | -44.8% | -21.8% | -23.1% | -42.5% |
| 3Y | -18.4% | +50.0% | -68.5% | -24.7% |
| All | -18.4% | +51.7% | -70.2% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling