+147.8%
COST vs GRAB
-74.3%
+222.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.2% |
| 7D | -1.2% | -10.8% | +9.6% | -0.7% |
| 30D | -4.7% | -15.5% | +10.8% | -4.0% |
| 3M | -7.1% | -9.0% | +1.8% | -6.8% |
| 6M | -8.5% | -21.6% | +13.1% | -7.7% |
| YTD | +5.4% | -38.9% | +44.3% | +7.5% |
| 1Y | -5.6% | -44.8% | +39.2% | -3.4% |
| 3Y | +68.5% | -18.4% | +86.9% | +67.7% |
| 5Y | +105.2% | -71.6% | +176.9% | +106.4% |
| All | +147.8% | -74.3% | +222.2% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling