+47.2%
SPGI vs GRAB
-71.2%
+118.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.1% | -5.3% | +5.4% | +0.5% |
| 30D | +8.4% | -8.6% | +17.0% | +9.0% |
| 3M | +11.8% | -1.2% | +13.0% | +11.8% |
| 6M | +5.7% | -16.6% | +22.3% | +6.8% |
| YTD | -9.7% | -31.5% | +21.8% | -7.6% |
| 1Y | -12.5% | -32.3% | +19.8% | -10.7% |
| 3Y | +21.8% | -10.7% | +32.5% | +21.1% |
| 5Y | +8.2% | -67.9% | +76.0% | +5.6% |
| All | +47.2% | -71.2% | +118.4% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling