+11.1%
SMR vs GRAB
-42.2%
+53.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -5.0% | +20.2% | +16.5% |
| 7D | +21.4% | -6.1% | +27.5% | +23.1% |
| 30D | +13.8% | -11.2% | +25.1% | +17.2% |
| 3M | +3.9% | -2.4% | +6.3% | +4.4% |
| 6M | -4.2% | -18.3% | +14.1% | +1.1% |
| YTD | -21.1% | -34.9% | +13.8% | -12.5% |
| 1Y | -67.1% | -37.4% | -29.7% | -62.9% |
| 3Y | +88.9% | -12.6% | +101.5% | +100.0% |
| All | +11.1% | -42.2% | +53.3% | +15.5% |
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