+19.6%
STM vs GRAB
-18.9%
+38.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +1.1% |
| 7D | +1.7% | -13.9% | +15.5% | +6.2% |
| 30D | -5.2% | -17.2% | +12.0% | +0.1% |
| 3M | -29.6% | -7.9% | -21.7% | -28.4% |
| 6M | +54.4% | -23.2% | +77.6% | +65.4% |
| YTD | +99.5% | -39.1% | +138.6% | +128.7% |
| 1Y | +100.8% | -42.5% | +143.3% | +132.7% |
| All | +19.6% | -18.9% | +38.5% | +18.1% |
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