+257.2%
COR vs GRAB
-72.7%
+329.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | -1.9% |
| 7D | -1.9% | -6.1% | +4.2% | -2.0% |
| 30D | +1.5% | -11.2% | +12.7% | +1.4% |
| 3M | +18.7% | -2.4% | +21.1% | +18.7% |
| 6M | -9.0% | -18.3% | +9.3% | -9.2% |
| YTD | -3.3% | -34.9% | +31.6% | -3.6% |
| 1Y | +9.8% | -37.4% | +47.2% | +9.4% |
| 3Y | +87.4% | -12.6% | +100.0% | +87.4% |
| 5Y | +180.5% | -69.7% | +250.2% | +176.7% |
| All | +257.2% | -72.7% | +329.9% | +255.0% |
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