-33.8%
CMCSA vs GRAB
-19.7%
-14.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.4% |
| 7D | -5.6% | -12.0% | +6.4% | -4.6% |
| 30D | -1.9% | -19.5% | +17.6% | -0.2% |
| 3M | +6.4% | -8.0% | +14.4% | +7.3% |
| 6M | -16.9% | -22.2% | +5.3% | -15.4% |
| YTD | -6.8% | -39.7% | +32.9% | -4.0% |
| 1Y | -15.9% | -43.2% | +27.3% | -13.3% |
| All | -33.8% | -19.7% | -14.0% | -36.1% |
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