-6.0%
ADP vs GRAB
-43.2%
+37.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -5.7% | -12.0% | +6.3% | -4.7% |
| 30D | -1.4% | -19.5% | +18.1% | +0.3% |
| 3M | +16.6% | -8.0% | +24.5% | +18.1% |
| 6M | +24.9% | -22.2% | +47.2% | +27.3% |
| YTD | +5.6% | -39.7% | +45.3% | +7.4% |
| 1Y | -6.0% | -43.2% | +37.2% | -4.3% |
| All | -6.0% | -43.2% | +37.2% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling