-1.4%
BAC vs GRAB
-43.3%
+41.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | -5.0% | +8.2% | +4.0% |
| 30D | -0.7% | +11.3% | -12.1% | -2.5% |
| 3M | -20.0% | -12.4% | -7.6% | -17.9% |
| 6M | +3.4% | -10.7% | +14.2% | +5.4% |
| YTD | -5.7% | -35.1% | +29.3% | +3.4% |
| 1Y | -1.4% | -41.5% | +40.1% | +10.6% |
| All | -1.4% | -43.3% | +41.8% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling