+241.7%
SHEL vs GRAB
-74.3%
+316.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +4.1% | -10.8% | +14.9% | +4.5% |
| 30D | +8.4% | -15.5% | +23.9% | +9.0% |
| 3M | +13.7% | -9.0% | +22.7% | +14.0% |
| 6M | +12.7% | -21.6% | +34.3% | +13.6% |
| YTD | +35.3% | -38.9% | +74.2% | +37.8% |
| 1Y | +39.4% | -44.8% | +84.2% | +42.4% |
| 3Y | +71.5% | -18.4% | +89.9% | +71.2% |
| 5Y | +195.0% | -71.6% | +266.6% | +188.4% |
| All | +241.7% | -74.3% | +316.1% | +260.3% |
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