+2.2%
SPGI vs GRAB
-71.6%
+73.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -2.1% |
| 7D | -3.1% | -13.9% | +10.8% | -2.0% |
| 30D | +2.0% | -17.2% | +19.2% | +3.4% |
| 3M | +4.3% | -7.9% | +12.2% | +4.9% |
| 6M | -0.2% | -23.2% | +23.0% | +1.6% |
| YTD | -14.8% | -39.1% | +24.3% | -11.9% |
| 1Y | -18.5% | -42.5% | +24.0% | -15.6% |
| 3Y | +16.0% | -18.3% | +34.2% | +15.9% |
| 5Y | +2.2% | -71.7% | +73.9% | -2.5% |
| All | +2.2% | -71.6% | +73.8% | -2.5% |
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 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