+0.9%
SCHW vs GRAB
-42.2%
+43.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.7% | -3.1% | +3.6% |
| 7D | +5.2% | +22.2% | -17.0% | +2.7% |
| 30D | -4.7% | +6.0% | -10.7% | -5.5% |
| 3M | -11.9% | -9.7% | -2.3% | -10.3% |
| 6M | +2.7% | -7.2% | +9.9% | +4.2% |
| YTD | -5.6% | -32.7% | +27.0% | +2.4% |
| All | +0.9% | -42.2% | +43.2% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling