+906.8%
AVGO vs GRAB
-74.3%
+981.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +1.1% | -10.8% | +12.0% | +2.8% |
| 30D | -13.0% | -15.5% | +2.5% | -10.9% |
| 3M | -6.0% | -9.0% | +3.0% | -4.9% |
| 6M | +6.4% | -21.6% | +28.0% | +9.9% |
| YTD | +5.0% | -38.9% | +43.9% | +12.2% |
| 1Y | +1.4% | -44.8% | +46.2% | +9.9% |
| 3Y | +336.8% | -18.4% | +355.3% | +344.9% |
| 5Y | +698.2% | -71.6% | +769.8% | +727.8% |
| All | +906.8% | -74.3% | +981.1% | +940.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling