-38.7%
CMCSA vs GRAB
-74.4%
+35.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.5% | -0.1% | -6.3% |
| 7D | -8.3% | -13.9% | +5.6% | -7.5% |
| 30D | -2.4% | -17.2% | +14.7% | -1.5% |
| 3M | +4.5% | -7.9% | +12.4% | +5.0% |
| 6M | -18.8% | -23.2% | +4.5% | -17.7% |
| YTD | -8.9% | -39.1% | +30.1% | -6.9% |
| 1Y | -18.3% | -42.5% | +24.2% | -16.4% |
| 3Y | -35.0% | -18.3% | -16.7% | -35.1% |
| 5Y | -48.2% | -71.7% | +23.6% | -49.3% |
| All | -38.7% | -74.4% | +35.8% | -38.7% |
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 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