+45.0%
ADP vs GRAB
-71.6%
+116.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.4% | -0.6% |
| 7D | -5.7% | -13.9% | +8.2% | -4.8% |
| 30D | -3.1% | -17.2% | +14.1% | -2.0% |
| 3M | +15.6% | -7.9% | +23.5% | +16.1% |
| 6M | +20.8% | -23.2% | +44.0% | +22.5% |
| YTD | +4.7% | -39.1% | +43.8% | +7.5% |
| 1Y | -8.3% | -42.5% | +34.2% | -5.7% |
| 3Y | +13.6% | -18.3% | +31.8% | +13.6% |
| 5Y | +45.0% | -71.7% | +116.8% | +40.3% |
| All | +45.0% | -71.6% | +116.6% | +40.3% |
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 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