-23.2%
GRAB vs SM
+46.5%
-69.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.0% | -6.3% |
| 7D | -13.9% | -0.2% | -13.7% | -13.8% |
| 30D | -17.2% | +20.3% | -37.5% | -13.2% |
| 3M | -7.9% | +22.9% | -30.8% | -2.3% |
| 6M | -23.2% | +47.8% | -71.1% | -15.2% |
| All | -23.2% | +46.5% | -69.7% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling