-10.6%
BITO vs GRAB
-70.8%
+60.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -3.4% | -10.8% | +7.4% | -1.1% |
| 30D | +21.4% | -15.5% | +36.9% | +25.6% |
| 3M | +20.5% | -9.0% | +29.5% | +22.3% |
| 6M | +7.4% | -21.6% | +29.0% | +12.3% |
| YTD | -13.9% | -38.9% | +25.0% | -5.2% |
| 1Y | -35.1% | -44.8% | +9.8% | -27.0% |
| 3Y | +156.8% | -18.4% | +175.3% | +158.4% |
| All | -10.6% | -70.8% | +60.2% | -12.2% |
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 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