+36.3%
SHW vs GRAB
-74.4%
+110.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.2% |
| 7D | -3.2% | -13.9% | +10.7% | -2.2% |
| 30D | -11.4% | -17.2% | +5.8% | -10.2% |
| 3M | +3.5% | -7.9% | +11.4% | +4.1% |
| 6M | -3.4% | -23.2% | +19.9% | -1.7% |
| YTD | -0.3% | -39.1% | +38.7% | +2.7% |
| 1Y | -10.4% | -42.5% | +32.1% | -7.6% |
| 3Y | +21.3% | -18.3% | +39.6% | +21.1% |
| 5Y | +12.9% | -71.7% | +84.6% | +11.9% |
| All | +36.3% | -74.4% | +110.7% | +32.5% |
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