+111.1%
SAP vs GRAB
-72.8%
+183.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | -5.0% | +5.6% | +1.2% |
| 30D | +6.5% | +11.3% | -4.8% | +5.2% |
| 3M | +12.2% | -12.4% | +24.7% | +13.6% |
| 6M | +46.1% | -10.7% | +56.8% | +47.5% |
| YTD | -1.6% | -35.1% | +33.5% | +2.6% |
| 1Y | -5.1% | -41.5% | +36.4% | -0.1% |
| 3Y | +68.4% | -2.7% | +71.1% | +66.3% |
| 5Y | +79.4% | -80.2% | +159.6% | +78.5% |
| All | +111.1% | -72.8% | +183.9% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling