-40.1%
SE vs GRAB
-74.3%
+34.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.9% |
| 7D | -5.2% | -10.8% | +5.6% | -0.4% |
| 30D | -17.1% | -15.5% | -1.6% | -10.8% |
| 3M | +24.0% | -9.0% | +32.9% | +29.0% |
| 6M | +21.0% | -21.6% | +42.6% | +34.5% |
| YTD | -16.7% | -38.9% | +22.2% | +3.2% |
| 1Y | -45.9% | -44.8% | -1.1% | -30.4% |
| 3Y | +177.8% | -18.4% | +196.3% | +190.3% |
| 5Y | -67.4% | -71.6% | +4.3% | -61.9% |
| All | -40.1% | -74.3% | +34.2% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling