+56.2%
SAP vs GRAB
-71.6%
+127.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.3% |
| 7D | -0.3% | -13.9% | +13.6% | +1.6% |
| 30D | +0.3% | -17.2% | +17.4% | +2.6% |
| 3M | +16.9% | -7.9% | +24.8% | +18.0% |
| 6M | +6.3% | -23.2% | +29.6% | +9.7% |
| YTD | -12.4% | -39.1% | +26.7% | -7.3% |
| 1Y | -21.6% | -42.5% | +20.9% | -16.7% |
| 3Y | +54.8% | -18.3% | +73.1% | +55.6% |
| 5Y | +56.2% | -71.7% | +127.9% | +53.9% |
| All | +56.2% | -71.6% | +127.8% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 5y: compounded portfolio wealth divided by compounded GRAB 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…
5y analysis · Full analysis span regression · 6 months rolling