+21.1%
STM vs GRAB
-71.6%
+92.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +0.4% |
| 7D | +1.7% | -13.9% | +15.5% | +4.5% |
| 30D | -5.2% | -17.2% | +12.0% | -1.8% |
| 3M | -29.6% | -7.9% | -21.7% | -28.8% |
| 6M | +54.4% | -23.2% | +77.6% | +61.5% |
| YTD | +99.5% | -39.1% | +138.6% | +117.5% |
| 1Y | +100.8% | -42.5% | +143.3% | +120.5% |
| 3Y | +20.2% | -18.3% | +38.4% | +22.0% |
| 5Y | +21.1% | -71.7% | +92.9% | +16.5% |
| All | +21.1% | -71.6% | +92.7% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling