-74.4%
GRAB vs SRE
+58.6%
-133.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -5.9% | -6.4% |
| 7D | -13.9% | +1.5% | -15.3% | -14.1% |
| 30D | -17.2% | +0.8% | -18.0% | -17.4% |
| 3M | -7.9% | -5.8% | -2.1% | -6.9% |
| 6M | -23.2% | -7.8% | -15.4% | -22.2% |
| YTD | -39.1% | -2.4% | -36.7% | -39.2% |
| 1Y | -42.5% | +8.9% | -51.4% | -44.1% |
| 3Y | -18.3% | +31.1% | -49.4% | -22.8% |
| 5Y | -71.7% | +48.6% | -120.3% | -71.4% |
| All | -74.4% | +58.6% | -133.0% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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