+125.3%
SPY vs GRAB
-74.4%
+199.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.1% |
| 7D | -0.4% | -13.9% | +13.5% | +1.0% |
| 30D | -1.4% | -17.2% | +15.8% | +0.3% |
| 3M | +3.7% | -7.9% | +11.6% | +4.3% |
| 6M | +13.0% | -23.2% | +36.2% | +15.5% |
| YTD | +12.4% | -39.1% | +51.5% | +17.1% |
| 1Y | +18.5% | -42.5% | +61.1% | +23.9% |
| 3Y | +77.6% | -18.3% | +95.9% | +78.5% |
| 5Y | +81.7% | -71.7% | +153.4% | +81.2% |
| All | +125.3% | -74.4% | +199.7% | +128.5% |
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