+73.9%
BLK vs GRAB
-74.3%
+148.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -3.3% | -10.8% | +7.5% | -2.0% |
| 30D | -6.5% | -15.5% | +9.0% | -4.7% |
| 3M | +6.7% | -9.0% | +15.7% | +7.8% |
| 6M | +14.7% | -21.6% | +36.3% | +17.7% |
| YTD | +2.5% | -38.9% | +41.4% | +7.9% |
| 1Y | -2.8% | -44.8% | +42.1% | +3.3% |
| 3Y | +65.9% | -18.4% | +84.3% | +66.8% |
| 5Y | +33.0% | -71.6% | +104.6% | +32.8% |
| All | +73.9% | -74.3% | +148.2% | +83.2% |
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