+99.6%
STM vs GRAB
-30.1%
+129.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -5.3% | +11.1% | +7.4% |
| 30D | -1.0% | -8.6% | +7.6% | +1.5% |
| 3M | -33.3% | -1.2% | -32.1% | -33.7% |
| 6M | +57.4% | -16.6% | +73.9% | +62.6% |
| YTD | +102.2% | -31.5% | +133.7% | +120.1% |
| 1Y | +99.6% | -32.3% | +131.9% | +124.0% |
| All | +99.6% | -30.1% | +129.7% | +124.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling