+16.7%
STM vs GRAB
-0.6%
+17.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | -5.0% | +17.0% | +13.6% |
| 30D | -0.4% | +11.3% | -11.7% | -4.2% |
| 3M | -13.2% | -12.4% | -0.8% | -10.6% |
| 6M | -26.1% | -10.7% | -15.3% | -24.7% |
| YTD | +81.2% | -35.1% | +116.2% | +102.4% |
| 1Y | +98.3% | -41.5% | +139.8% | +128.4% |
| 3Y | +16.7% | -2.7% | +19.4% | +7.9% |
| All | +16.7% | -0.6% | +17.3% | +7.9% |
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