-74.4%
GRAB vs SPY
+125.6%
-200.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -5.9% |
| 7D | -13.9% | -0.4% | -13.5% | -13.5% |
| 30D | -17.2% | -1.4% | -15.8% | -15.8% |
| 3M | -7.9% | +3.7% | -11.6% | -11.6% |
| 6M | -23.2% | +13.0% | -36.2% | -33.3% |
| YTD | -39.1% | +12.4% | -51.5% | -46.8% |
| 1Y | -42.5% | +18.5% | -61.1% | -52.6% |
| 3Y | -18.3% | +77.6% | -95.9% | -58.1% |
| 5Y | -71.7% | +81.7% | -153.4% | -85.9% |
| All | -74.4% | +125.6% | -200.0% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling