+30.3%
STM vs GRAB
-74.3%
+104.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -1.4% | -10.8% | +9.4% | +0.7% |
| 30D | -4.9% | -15.5% | +10.6% | -2.0% |
| 3M | -34.0% | -9.0% | -25.0% | -33.1% |
| 6M | +51.8% | -21.6% | +73.4% | +58.2% |
| YTD | +99.4% | -38.9% | +138.2% | +117.2% |
| 1Y | +99.1% | -44.8% | +143.9% | +120.3% |
| 3Y | +19.5% | -18.4% | +37.9% | +21.2% |
| 5Y | +19.5% | -71.6% | +91.1% | +23.5% |
| All | +30.3% | -74.3% | +104.6% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling