+158.8%
B vs GRAB
-71.6%
+230.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.7% |
| 7D | +1.0% | -13.9% | +14.9% | +2.3% |
| 30D | +9.5% | -17.2% | +26.7% | +11.2% |
| 3M | +14.3% | -7.9% | +22.2% | +14.9% |
| 6M | -1.9% | -23.2% | +21.4% | +0.2% |
| YTD | +4.1% | -39.1% | +43.2% | +8.2% |
| 1Y | +56.1% | -42.5% | +98.6% | +62.9% |
| 3Y | +202.0% | -18.3% | +220.3% | +204.8% |
| 5Y | +158.8% | -71.7% | +230.5% | +157.6% |
| All | +158.8% | -71.6% | +230.4% | +157.6% |
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 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