+15.4%
SBUX vs GRAB
-74.4%
+89.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.5% | -1.3% |
| 7D | -6.3% | -13.9% | +7.6% | -4.9% |
| 30D | -3.9% | -17.2% | +13.3% | -2.1% |
| 3M | +3.3% | -7.9% | +11.2% | +4.0% |
| 6M | +1.4% | -23.2% | +24.7% | +3.9% |
| YTD | +21.0% | -39.1% | +60.0% | +26.6% |
| 1Y | +22.4% | -42.5% | +64.9% | +28.5% |
| 3Y | +13.2% | -18.3% | +31.5% | +13.6% |
| 5Y | -5.2% | -71.7% | +66.5% | -8.7% |
| All | +15.4% | -74.4% | +89.8% | +16.1% |
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