+24.1%
SYK vs GRAB
-74.7%
+98.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -12.3% | -12.0% | -0.3% | -11.5% |
| 30D | -22.4% | -19.5% | -2.9% | -21.3% |
| 3M | -12.3% | -8.0% | -4.4% | -11.8% |
| 6M | -24.3% | -22.2% | -2.1% | -23.1% |
| YTD | -22.8% | -39.7% | +16.9% | -20.3% |
| 1Y | -28.8% | -43.2% | +14.4% | -26.4% |
| 3Y | -4.0% | -19.1% | +15.1% | -3.6% |
| 5Y | +3.8% | -72.0% | +75.8% | +1.7% |
| All | +24.1% | -74.7% | +98.7% | +24.6% |
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