-0.3%
BA vs GRAB
-69.6%
+69.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | 0.0% |
| 7D | +2.5% | -6.1% | +8.5% | +3.3% |
| 30D | -10.1% | -11.2% | +1.1% | -8.7% |
| 3M | -2.4% | -2.4% | 0.0% | -2.2% |
| 6M | -8.8% | -18.3% | +9.5% | -6.4% |
| YTD | -2.9% | -34.9% | +31.9% | +2.4% |
| 1Y | -8.8% | -37.4% | +28.6% | -3.5% |
| 3Y | -0.3% | -12.6% | +12.4% | -0.3% |
| 5Y | -0.3% | -69.7% | +69.4% | -5.8% |
| All | -0.3% | -69.6% | +69.3% | -5.8% |
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