-74.3%
GRAB vs SM
+869.7%
-944.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -10.8% | +4.6% | -15.4% | -11.2% |
| 30D | -15.5% | +18.2% | -33.7% | -16.9% |
| 3M | -9.0% | +22.5% | -31.5% | -11.1% |
| 6M | -21.6% | +50.6% | -72.2% | -25.8% |
| YTD | -38.9% | +108.1% | -147.0% | -44.5% |
| 1Y | -44.8% | +46.0% | -90.8% | -48.0% |
| 3Y | -18.4% | +2.9% | -21.3% | -22.3% |
| 5Y | -71.6% | +112.6% | -184.2% | -74.2% |
| All | -74.3% | +869.7% | -944.1% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling