+48.7%
ADP vs GRAB
-79.2%
+127.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | -5.0% | +7.2% | +2.5% |
| 30D | +10.6% | +11.3% | -0.8% | +9.8% |
| 3M | +12.9% | -12.4% | +25.4% | +13.7% |
| 6M | +50.6% | -10.7% | +61.4% | +51.4% |
| YTD | +23.2% | -35.1% | +58.3% | +26.0% |
| 1Y | +25.3% | -41.5% | +66.8% | +28.8% |
| 3Y | +47.1% | -2.7% | +49.8% | +45.6% |
| All | +48.7% | -79.2% | +127.9% | +40.2% |
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