+25.4%
SHOP vs GRAB
-72.7%
+98.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.0% | -2.6% | -5.6% |
| 7D | -4.1% | -6.1% | +2.0% | -1.6% |
| 30D | -11.5% | -11.2% | -0.3% | -7.2% |
| 3M | +21.1% | -2.4% | +23.5% | +22.0% |
| 6M | +3.0% | -18.3% | +21.3% | +11.3% |
| YTD | -16.7% | -34.9% | +18.2% | -1.6% |
| 1Y | -8.3% | -37.4% | +29.1% | +9.8% |
| 3Y | +112.8% | -12.6% | +125.5% | +116.2% |
| 5Y | -9.3% | -69.7% | +60.5% | -2.7% |
| All | +25.4% | -72.7% | +98.1% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling