+14.1%
ADP vs GRAB
-18.9%
+33.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.4% | -0.4% |
| 7D | -5.7% | -13.9% | +8.2% | -4.4% |
| 30D | -3.1% | -17.2% | +14.1% | -1.5% |
| 3M | +15.6% | -7.9% | +23.5% | +16.5% |
| 6M | +20.8% | -23.2% | +44.0% | +23.4% |
| YTD | +4.7% | -39.1% | +43.8% | +8.9% |
| 1Y | -8.3% | -42.5% | +34.2% | -4.6% |
| All | +14.1% | -18.9% | +33.0% | +11.6% |
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 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