+83.5%
SPOT vs GRAB
-74.4%
+157.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | +0.7% |
| 7D | -6.5% | -13.9% | +7.4% | -2.7% |
| 30D | +2.2% | -17.2% | +19.4% | +7.3% |
| 3M | +5.4% | -7.9% | +13.3% | +7.3% |
| 6M | -4.0% | -23.2% | +19.2% | +2.4% |
| YTD | -9.9% | -39.1% | +29.1% | +2.1% |
| 1Y | -27.3% | -42.5% | +15.3% | -16.8% |
| 3Y | +236.4% | -18.3% | +254.7% | +240.2% |
| 5Y | +112.6% | -71.7% | +184.3% | +125.8% |
| All | +83.5% | -74.4% | +157.9% | +109.2% |
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 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