+57.2%
SPGI vs GRAB
-72.8%
+129.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | -5.0% | +6.2% | +1.6% |
| 30D | +15.9% | +11.3% | +4.6% | +15.0% |
| 3M | +12.3% | -12.4% | +24.7% | +13.1% |
| 6M | +23.7% | -10.7% | +34.4% | +24.4% |
| YTD | -3.5% | -35.1% | +31.5% | -1.2% |
| 1Y | +0.4% | -41.5% | +41.9% | +3.5% |
| 3Y | +29.9% | -2.7% | +32.6% | +28.5% |
| 5Y | +15.2% | -80.2% | +95.4% | +13.6% |
| All | +57.2% | -72.8% | +129.9% | +51.8% |
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