+195.5%
BP vs GRAB
-72.7%
+268.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.0% | +7.4% | +2.6% |
| 7D | +0.9% | -6.1% | +7.0% | +1.2% |
| 30D | +9.1% | -11.2% | +20.3% | +9.6% |
| 3M | +3.9% | -2.4% | +6.3% | +3.8% |
| 6M | +13.6% | -18.3% | +32.0% | +14.4% |
| YTD | +34.0% | -34.9% | +68.9% | +36.5% |
| 1Y | +39.2% | -37.4% | +76.5% | +41.8% |
| 3Y | +36.4% | -12.6% | +49.1% | +35.7% |
| 5Y | +135.8% | -69.7% | +205.5% | +128.6% |
| All | +195.5% | -72.7% | +268.2% | +207.3% |
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