-85.6%
SMR vs GRAB
-39.6%
-46.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -9.5% |
| 7D | -9.5% | +22.2% | -31.7% | -22.1% |
| 30D | -33.2% | +6.0% | -39.2% | -36.1% |
| 3M | -45.9% | -9.7% | -36.3% | -41.0% |
| 6M | -57.9% | -7.2% | -50.7% | -55.7% |
| YTD | -63.8% | -32.7% | -31.1% | -49.9% |
| 1Y | -85.6% | -41.9% | -43.7% | -76.8% |
| All | -85.6% | -39.6% | -46.0% | -76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling