+18.4%
STM vs GRAB
-72.8%
+91.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | -5.0% | +17.0% | +13.0% |
| 30D | -0.4% | +11.3% | -11.7% | -2.8% |
| 3M | -13.2% | -12.4% | -0.8% | -11.6% |
| 6M | -26.1% | -10.7% | -15.3% | -25.2% |
| YTD | +81.2% | -35.1% | +116.2% | +94.1% |
| 1Y | +98.3% | -41.5% | +139.8% | +116.3% |
| 3Y | +16.7% | -2.7% | +19.4% | +14.6% |
| 5Y | -4.8% | -80.2% | +75.4% | +3.4% |
| All | +18.4% | -72.8% | +91.1% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling