+7.6%
SNOW vs GRAB
-74.3%
+82.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.6% |
| 7D | -2.4% | -10.8% | +8.4% | +1.0% |
| 30D | -1.0% | -15.5% | +14.5% | +3.9% |
| 3M | +36.9% | -9.0% | +45.8% | +39.9% |
| 6M | +83.4% | -21.6% | +104.9% | +95.5% |
| YTD | +50.0% | -38.9% | +88.9% | +73.0% |
| 1Y | +46.5% | -44.8% | +91.4% | +73.7% |
| 3Y | +93.3% | -18.4% | +111.8% | +96.2% |
| 5Y | +3.3% | -71.6% | +74.9% | +10.8% |
| All | +7.6% | -74.3% | +82.0% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling