+40.3%
BP vs GRAB
-19.7%
+60.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +5.7% | -12.0% | +17.7% | +6.2% |
| 30D | +8.1% | -19.5% | +27.6% | +9.0% |
| 3M | +8.6% | -8.0% | +16.6% | +8.5% |
| 6M | +18.1% | -22.2% | +40.3% | +19.3% |
| YTD | +37.6% | -39.7% | +77.3% | +42.0% |
| 1Y | +39.4% | -43.2% | +82.6% | +44.4% |
| All | +40.3% | -19.7% | +60.0% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling