-0.4%
BA vs GRAB
-71.2%
+70.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | -5.3% | +6.4% | +1.9% |
| 30D | -11.6% | -8.6% | -3.1% | -10.6% |
| 3M | -2.4% | -1.2% | -1.2% | -2.3% |
| 6M | -6.6% | -16.6% | +10.0% | -4.5% |
| YTD | -2.2% | -31.5% | +29.2% | +2.3% |
| 1Y | -8.0% | -32.3% | +24.3% | -3.9% |
| 3Y | -5.0% | -10.7% | +5.7% | -5.4% |
| 5Y | -2.7% | -67.9% | +65.1% | -6.0% |
| All | -0.4% | -71.2% | +70.9% | +1.6% |
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 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