-71.2%
GRAB vs SPY
+82.3%
-153.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.3% |
| 7D | -10.8% | -0.8% | -10.1% | -9.9% |
| 30D | -15.5% | -1.1% | -14.5% | -14.4% |
| 3M | -9.0% | +3.9% | -12.8% | -12.8% |
| 6M | -21.6% | +13.6% | -35.2% | -32.5% |
| YTD | -38.9% | +12.7% | -51.6% | -46.9% |
| 1Y | -44.8% | +17.5% | -62.4% | -54.1% |
| 3Y | -18.4% | +76.9% | -95.4% | -58.4% |
| All | -71.2% | +82.3% | -153.5% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling