-74.3%
GRAB vs SU
+419.2%
-493.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | -10.8% | +2.2% | -13.0% | -11.1% |
| 30D | -15.5% | +8.4% | -24.0% | -16.6% |
| 3M | -9.0% | +12.1% | -21.0% | -10.9% |
| 6M | -21.6% | +19.7% | -41.3% | -24.6% |
| YTD | -38.9% | +58.4% | -97.3% | -44.5% |
| 1Y | -44.8% | +67.2% | -112.1% | -50.5% |
| 3Y | -18.4% | +125.0% | -143.5% | -31.8% |
| 5Y | -71.6% | +355.1% | -426.7% | -76.8% |
| All | -74.3% | +419.2% | -493.5% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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