+19.3%
BIL vs GRAB
-72.7%
+92.0%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | 0.0% |
| 7D | +0.1% | -6.1% | +6.1% | +0.1% |
| 30D | +0.3% | -11.2% | +11.5% | +0.3% |
| 3M | +0.9% | -2.4% | +3.3% | +0.9% |
| 6M | +1.8% | -18.3% | +20.2% | +1.8% |
| YTD | +2.5% | -34.9% | +37.3% | +2.5% |
| 1Y | +3.7% | -37.4% | +41.1% | +3.7% |
| 3Y | +14.1% | -12.6% | +26.7% | +14.1% |
| 5Y | +19.4% | -69.7% | +89.2% | +19.4% |
| All | +19.3% | -72.7% | +92.0% | +19.3% |
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