-14.7%
SHOP vs GRAB
-72.0%
+57.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.3% |
| 7D | -13.2% | -12.0% | -1.2% | -8.3% |
| 30D | -17.0% | -19.5% | +2.5% | -9.1% |
| 3M | +17.0% | -8.0% | +25.0% | +20.9% |
| 6M | -2.1% | -22.2% | +20.1% | +8.3% |
| YTD | -21.4% | -39.7% | +18.3% | -3.4% |
| 1Y | -11.0% | -43.2% | +32.2% | +11.9% |
| 3Y | +100.9% | -19.1% | +120.0% | +110.5% |
| 5Y | -14.7% | -72.0% | +57.3% | -12.8% |
| All | -14.7% | -72.0% | +57.3% | -12.8% |
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 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