+59.1%
SO vs GRAB
-72.0%
+131.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.1% | -12.0% | +10.8% | -1.2% |
| 30D | -3.7% | -19.5% | +15.8% | -3.8% |
| 3M | -5.9% | -8.0% | +2.1% | -5.9% |
| 6M | -7.3% | -22.2% | +14.9% | -7.4% |
| YTD | +3.1% | -39.7% | +42.8% | +3.1% |
| 1Y | -1.0% | -43.2% | +42.2% | -1.1% |
| 3Y | +43.2% | -19.1% | +62.3% | +42.8% |
| 5Y | +59.1% | -72.0% | +131.1% | +54.2% |
| All | +59.1% | -72.0% | +131.1% | +54.2% |
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