-48.8%
SE vs GRAB
-39.6%
-9.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.7% | -3.2% | -0.1% |
| 7D | +6.7% | +22.2% | -15.5% | -5.6% |
| 30D | -17.2% | +6.0% | -23.2% | -20.2% |
| 3M | -28.0% | -9.7% | -18.4% | -22.9% |
| 6M | -6.1% | -7.2% | +1.1% | -1.6% |
| YTD | -37.1% | -32.7% | -4.5% | -19.6% |
| 1Y | -48.8% | -41.9% | -6.8% | -28.2% |
| All | -48.8% | -39.6% | -9.1% | -28.2% |
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 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