-32.3%
GRAB vs SPYG
+22.6%
-54.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -5.3% | +0.4% | -5.6% | -5.6% |
| 30D | -8.6% | -0.4% | -8.1% | -8.2% |
| 3M | -1.2% | +0.5% | -1.7% | -1.8% |
| 6M | -16.6% | +17.5% | -34.0% | -30.8% |
| YTD | -31.5% | +14.3% | -45.8% | -41.0% |
| 1Y | -32.3% | +21.7% | -54.0% | -46.2% |
| All | -32.3% | +22.6% | -54.9% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling