+75.9%
BAC vs GRAB
-71.7%
+147.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +1.1% |
| 7D | +0.6% | -13.9% | +14.5% | +2.0% |
| 30D | -1.4% | -17.2% | +15.8% | +0.3% |
| 3M | +15.7% | -7.9% | +23.6% | +16.4% |
| 6M | +32.2% | -23.2% | +55.4% | +35.1% |
| YTD | +15.8% | -39.1% | +54.9% | +20.8% |
| 1Y | +27.3% | -42.5% | +69.8% | +33.3% |
| 3Y | +137.5% | -18.3% | +155.7% | +139.2% |
| All | +75.9% | -71.7% | +147.6% | +73.2% |
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