-74.3%
GRAB vs SPG
+231.4%
-305.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | -10.8% | -1.2% | -9.7% | -10.3% |
| 30D | -15.5% | -6.1% | -9.4% | -13.1% |
| 3M | -9.0% | -3.6% | -5.3% | -7.7% |
| 6M | -21.6% | +10.4% | -32.0% | -25.3% |
| YTD | -38.9% | +14.4% | -53.3% | -42.8% |
| 1Y | -44.8% | +16.5% | -61.4% | -49.0% |
| 3Y | -18.4% | +106.8% | -125.2% | -43.3% |
| 5Y | -71.6% | +108.9% | -180.5% | -80.7% |
| All | -74.3% | +231.4% | -305.8% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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