-21.9%
BA vs GRAB
-72.1%
+50.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -1.7% | +20.3% | -22.0% | -4.6% |
| 30D | -9.5% | +7.8% | -17.3% | -10.7% |
| 3M | -26.5% | -6.0% | -20.5% | -26.0% |
| 6M | -27.4% | -7.5% | -19.8% | -26.9% |
| YTD | -20.6% | -31.1% | +10.5% | -16.8% |
| 1Y | -11.4% | -38.1% | +26.7% | -5.8% |
| 3Y | -10.8% | +4.6% | -15.4% | -13.3% |
| 5Y | -21.9% | -77.9% | +56.0% | -34.8% |
| All | -21.9% | -72.1% | +50.2% | -34.8% |
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