+154.4%
BX vs GRAB
-74.7%
+229.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | -8.9% | -12.0% | +3.1% | -6.6% |
| 30D | -14.8% | -19.5% | +4.7% | -11.2% |
| 3M | +6.9% | -8.0% | +14.9% | +8.5% |
| 6M | +16.3% | -22.2% | +38.5% | +21.7% |
| YTD | -16.1% | -39.7% | +23.6% | -8.1% |
| 1Y | -26.8% | -43.2% | +16.4% | -19.2% |
| 3Y | +22.4% | -19.1% | +41.5% | +23.7% |
| 5Y | +16.0% | -72.0% | +88.0% | +20.0% |
| All | +154.4% | -74.7% | +229.1% | +167.3% |
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