-66.9%
SE vs GRAB
-72.0%
+5.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | -4.8% | -12.0% | +7.2% | +0.7% |
| 30D | -18.1% | -19.5% | +1.4% | -10.0% |
| 3M | +30.6% | -8.0% | +38.6% | +35.3% |
| 6M | +20.8% | -22.2% | +43.0% | +34.8% |
| YTD | -15.6% | -39.7% | +24.1% | +5.3% |
| 1Y | -44.2% | -43.2% | -1.0% | -29.1% |
| 3Y | +181.5% | -19.1% | +200.6% | +195.3% |
| 5Y | -66.9% | -72.0% | +5.1% | -64.2% |
| All | -66.9% | -72.0% | +5.1% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling