+116.8%
BKNG vs GRAB
-74.7%
+191.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -10.7% | -12.0% | +1.3% | -9.0% |
| 30D | -18.1% | -19.5% | +1.4% | -15.5% |
| 3M | +8.5% | -8.0% | +16.5% | +9.8% |
| 6M | -0.1% | -22.2% | +22.2% | +3.5% |
| YTD | -18.2% | -39.7% | +21.5% | -12.6% |
| 1Y | -19.9% | -43.2% | +23.3% | -13.9% |
| 3Y | +41.6% | -19.1% | +60.7% | +43.1% |
| 5Y | +93.1% | -72.0% | +165.1% | +93.6% |
| All | +116.8% | -74.7% | +191.5% | +132.3% |
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