+1.5%
SMR vs GRAB
-46.4%
+47.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.3% |
| 7D | +4.7% | -12.0% | +16.7% | +8.0% |
| 30D | +3.2% | -19.5% | +22.8% | +9.0% |
| 3M | +9.9% | -8.0% | +17.9% | +12.0% |
| 6M | -15.1% | -22.2% | +7.1% | -9.2% |
| YTD | -27.9% | -39.7% | +11.7% | -18.6% |
| 1Y | -70.2% | -43.2% | -27.0% | -65.7% |
| 3Y | +72.5% | -19.1% | +91.6% | +86.3% |
| All | +1.5% | -46.4% | +47.9% | +7.6% |
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