-72.0%
GRAB vs SM
+108.0%
-180.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -12.0% | +2.1% | -14.1% | -12.2% |
| 30D | -19.5% | +18.1% | -37.7% | -21.3% |
| 3M | -8.0% | +17.0% | -24.9% | -10.3% |
| 6M | -22.2% | +55.4% | -77.6% | -28.3% |
| YTD | -39.7% | +108.6% | -148.2% | -47.3% |
| 1Y | -43.2% | +45.7% | -88.9% | -47.5% |
| 3Y | -19.1% | -0.3% | -18.8% | -24.1% |
| 5Y | -72.0% | +113.0% | -185.0% | -75.4% |
| All | -72.0% | +108.0% | -180.0% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling