-74.4%
GRAB vs SGI
+183.4%
-257.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.5% | -5.8% |
| 7D | -13.9% | +0.6% | -14.5% | -14.1% |
| 30D | -17.2% | +5.5% | -22.7% | -18.8% |
| 3M | -7.9% | -3.6% | -4.3% | -7.1% |
| 6M | -23.2% | -15.0% | -8.2% | -19.5% |
| YTD | -39.1% | -23.0% | -16.0% | -34.3% |
| 1Y | -42.5% | -18.4% | -24.1% | -39.7% |
| 3Y | -18.3% | +57.8% | -76.0% | -36.8% |
| 5Y | -71.7% | +51.5% | -123.2% | -81.5% |
| All | -74.4% | +183.4% | -257.8% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling