+993.7%
BE vs GRAB
-74.4%
+1,068.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -0.6% |
| 7D | +23.9% | -13.9% | +37.8% | +30.2% |
| 30D | +27.8% | -17.2% | +45.0% | +36.0% |
| 3M | +3.7% | -7.9% | +11.6% | +5.7% |
| 6M | +78.0% | -23.2% | +101.2% | +93.4% |
| YTD | +209.9% | -39.1% | +249.0% | +263.4% |
| 1Y | +389.6% | -42.5% | +432.1% | +490.3% |
| 3Y | +1,730.6% | -18.3% | +1,748.9% | +1,800.6% |
| 5Y | +1,227.8% | -71.7% | +1,299.5% | +1,507.1% |
| All | +993.7% | -74.4% | +1,068.2% | +1,249.0% |
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