-74.4%
GRAB vs SPG
+230.9%
-305.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.0% | -5.4% |
| 7D | -13.9% | -1.7% | -12.2% | -13.2% |
| 30D | -17.2% | -6.3% | -10.9% | -14.8% |
| 3M | -7.9% | -2.4% | -5.4% | -7.1% |
| 6M | -23.2% | +9.6% | -32.9% | -26.6% |
| YTD | -39.1% | +14.2% | -53.3% | -42.9% |
| 1Y | -42.5% | +19.3% | -61.8% | -47.4% |
| 3Y | -18.3% | +106.7% | -125.0% | -43.2% |
| 5Y | -71.7% | +104.2% | -175.9% | -80.7% |
| All | -74.4% | +230.9% | -305.4% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling