-19.5%
GRAB vs SPG
+106.6%
-126.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -12.0% | -2.2% | -9.8% | -11.3% |
| 30D | -19.5% | -5.8% | -13.8% | -17.8% |
| 3M | -8.0% | -2.8% | -5.2% | -7.2% |
| 6M | -22.2% | +8.9% | -31.1% | -24.9% |
| YTD | -39.7% | +14.3% | -54.0% | -42.9% |
| 1Y | -43.2% | +19.5% | -62.7% | -47.3% |
| All | -19.5% | +106.6% | -126.2% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling