-74.7%
GRAB vs SPXU
-93.1%
+18.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -0.2% |
| 7D | -12.0% | +6.4% | -18.3% | -9.7% |
| 30D | -19.5% | +5.9% | -25.5% | -17.5% |
| 3M | -8.0% | -11.7% | +3.7% | -11.4% |
| 6M | -22.2% | -28.7% | +6.5% | -30.2% |
| YTD | -39.7% | -26.4% | -13.3% | -44.9% |
| 1Y | -43.2% | -35.2% | -8.0% | -49.9% |
| 3Y | -19.1% | -79.8% | +60.7% | -49.3% |
| 5Y | -72.0% | -86.1% | +14.1% | -81.9% |
| All | -74.7% | -93.1% | +18.4% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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