+152.1%
BAC vs GRAB
-74.3%
+226.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | 0.0% | -10.8% | +10.8% | +0.9% |
| 30D | -2.8% | -15.5% | +12.7% | -1.5% |
| 3M | +14.2% | -9.0% | +23.2% | +14.9% |
| 6M | +30.5% | -21.6% | +52.1% | +32.9% |
| YTD | +15.8% | -38.9% | +54.7% | +20.2% |
| 1Y | +26.2% | -44.8% | +71.0% | +31.8% |
| 3Y | +136.5% | -18.4% | +155.0% | +138.3% |
| 5Y | +75.9% | -71.6% | +147.6% | +74.3% |
| All | +152.1% | -74.3% | +226.4% | +155.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling