-18.4%
GRAB vs SPYG
+98.4%
-116.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.6% |
| 7D | -10.8% | -0.9% | -9.9% | -10.1% |
| 30D | -15.5% | -1.5% | -14.0% | -14.3% |
| 3M | -9.0% | +3.7% | -12.7% | -11.9% |
| 6M | -21.6% | +16.4% | -38.0% | -31.7% |
| YTD | -38.9% | +13.3% | -52.2% | -45.5% |
| 1Y | -44.8% | +17.9% | -62.7% | -52.2% |
| 3Y | -18.4% | +98.3% | -116.8% | -52.4% |
| All | -18.4% | +98.4% | -116.8% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling