+208.8%
SLB vs GRAB
-71.2%
+280.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | -5.3% | +6.1% | +1.2% |
| 30D | +15.8% | -8.6% | +24.4% | +16.5% |
| 3M | -0.3% | -1.2% | +0.8% | -0.4% |
| 6M | +21.3% | -16.6% | +37.9% | +22.6% |
| YTD | +52.3% | -31.5% | +83.8% | +55.9% |
| 1Y | +63.6% | -32.3% | +95.9% | +67.4% |
| 3Y | +3.8% | -10.7% | +14.5% | +3.5% |
| 5Y | +128.6% | -67.9% | +196.5% | +125.1% |
| All | +208.8% | -71.2% | +280.1% | +219.3% |
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 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