+82.0%
SPY vs GRAB
-72.0%
+154.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.0% | -12.0% | +10.0% | -0.8% |
| 30D | -1.7% | -19.5% | +17.9% | +0.4% |
| 3M | +4.7% | -8.0% | +12.7% | +5.4% |
| 6M | +12.5% | -22.2% | +34.7% | +15.0% |
| YTD | +11.7% | -39.7% | +51.4% | +16.8% |
| 1Y | +17.5% | -43.2% | +60.7% | +23.3% |
| 3Y | +76.6% | -19.1% | +95.6% | +77.7% |
| 5Y | +82.0% | -72.0% | +154.0% | +77.7% |
| All | +82.0% | -72.0% | +154.0% | +77.7% |
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