+3.7%
SO vs GRAB
-39.6%
+43.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -0.3% |
| 7D | +1.7% | +22.2% | -20.4% | +2.7% |
| 30D | +11.1% | +6.0% | +5.1% | +11.4% |
| 3M | +0.7% | -9.7% | +10.4% | 0.0% |
| 6M | -1.4% | -7.2% | +5.8% | -1.6% |
| YTD | +9.4% | -32.7% | +42.1% | +8.4% |
| 1Y | +3.7% | -41.9% | +45.7% | +3.6% |
| All | +3.7% | -39.6% | +43.4% | +3.6% |
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 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