+131.3%
SCHW vs GRAB
-74.7%
+206.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -2.8% | -12.0% | +9.2% | -1.5% |
| 30D | -0.1% | -19.5% | +19.5% | +2.2% |
| 3M | +20.6% | -8.0% | +28.5% | +21.4% |
| 6M | +15.9% | -22.2% | +38.2% | +18.7% |
| YTD | +8.5% | -39.7% | +48.2% | +13.9% |
| 1Y | +17.8% | -43.2% | +61.1% | +24.2% |
| 3Y | +88.5% | -19.1% | +107.6% | +89.4% |
| 5Y | +60.6% | -72.0% | +132.6% | +60.3% |
| All | +131.3% | -74.7% | +206.0% | +146.2% |
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