-74.7%
GRAB vs SPYG
+133.2%
-207.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.1% |
| 7D | -12.0% | -1.8% | -10.2% | -10.3% |
| 30D | -19.5% | -1.9% | -17.6% | -17.9% |
| 3M | -8.0% | +5.2% | -13.1% | -12.6% |
| 6M | -22.2% | +15.6% | -37.8% | -33.1% |
| YTD | -39.7% | +12.4% | -52.1% | -46.7% |
| 1Y | -43.2% | +17.5% | -60.7% | -51.7% |
| 3Y | -19.1% | +98.1% | -117.2% | -60.8% |
| 5Y | -72.0% | +84.9% | -156.9% | -85.4% |
| All | -74.7% | +133.2% | -207.9% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling