-2.9%
BND vs GRAB
-74.7%
+71.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.6% |
| 7D | -0.9% | -12.0% | +11.1% | -0.9% |
| 30D | -1.0% | -19.5% | +18.6% | -0.9% |
| 3M | -1.2% | -8.0% | +6.7% | -1.2% |
| 6M | -2.0% | -22.2% | +20.2% | -1.9% |
| YTD | -1.2% | -39.7% | +38.5% | -1.0% |
| 1Y | -0.5% | -43.2% | +42.8% | -0.3% |
| 3Y | +12.4% | -19.1% | +31.5% | +12.4% |
| 5Y | -2.5% | -72.0% | +69.5% | -2.4% |
| All | -2.9% | -74.7% | +71.8% | -2.8% |
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