+75.4%
SPY vs GRAB
-19.7%
+95.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.0% | -12.0% | +10.0% | 0.0% |
| 30D | -1.7% | -19.5% | +17.9% | +1.7% |
| 3M | +4.7% | -8.0% | +12.7% | +5.8% |
| 6M | +12.5% | -22.2% | +34.7% | +16.5% |
| YTD | +11.7% | -39.7% | +51.4% | +20.1% |
| 1Y | +17.5% | -43.2% | +60.7% | +27.1% |
| All | +75.4% | -19.7% | +95.1% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling