+36.2%
SPGI vs GRAB
-74.7%
+110.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -8.9% | -12.0% | +3.1% | -8.1% |
| 30D | +0.6% | -19.5% | +20.2% | +2.1% |
| 3M | +2.0% | -8.0% | +9.9% | +2.5% |
| 6M | +0.1% | -22.2% | +22.3% | +1.6% |
| YTD | -16.4% | -39.7% | +23.3% | -13.8% |
| 1Y | -18.9% | -43.2% | +24.3% | -16.3% |
| 3Y | +13.8% | -19.1% | +32.8% | +13.9% |
| 5Y | +0.5% | -72.0% | +72.5% | -1.0% |
| All | +36.2% | -74.7% | +110.9% | +32.4% |
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