-74.4%
GRAB vs SYY
+32.7%
-107.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.2% | -8.6% | -7.0% |
| 7D | -13.9% | -0.2% | -13.6% | -13.9% |
| 30D | -17.2% | -2.7% | -14.4% | -16.6% |
| 3M | -7.9% | +5.9% | -13.8% | -9.3% |
| 6M | -23.2% | -2.3% | -20.9% | -23.2% |
| YTD | -39.1% | +13.1% | -52.2% | -41.7% |
| 1Y | -42.5% | +3.8% | -46.3% | -43.7% |
| 3Y | -18.3% | +26.7% | -45.0% | -27.0% |
| 5Y | -71.7% | +19.4% | -91.1% | -73.3% |
| All | -74.4% | +32.7% | -107.1% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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