+84.9%
B vs GRAB
-72.8%
+157.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.3% | -5.0% | -2.3% | -6.9% |
| 30D | -3.3% | +11.3% | -14.7% | -4.2% |
| 3M | -7.8% | -12.4% | +4.7% | -6.9% |
| 6M | -15.5% | -10.7% | -4.8% | -15.0% |
| YTD | -12.3% | -35.1% | +22.8% | -9.5% |
| 1Y | +5.4% | -41.5% | +46.9% | +9.4% |
| 3Y | +165.5% | -2.7% | +168.2% | +164.9% |
| 5Y | +107.0% | -80.2% | +187.2% | +112.9% |
| All | +84.9% | -72.8% | +157.7% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling