+147.2%
COST vs GRAB
-74.7%
+221.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -2.5% | -12.0% | +9.5% | -2.0% |
| 30D | -4.4% | -19.5% | +15.1% | -3.6% |
| 3M | -8.1% | -8.0% | -0.1% | -7.9% |
| 6M | -9.2% | -22.2% | +13.0% | -8.4% |
| YTD | +5.1% | -39.7% | +44.8% | +7.3% |
| 1Y | -5.1% | -43.2% | +38.1% | -3.0% |
| 3Y | +70.4% | -19.1% | +89.4% | +69.6% |
| 5Y | +104.7% | -72.0% | +176.7% | +106.0% |
| All | +147.2% | -74.7% | +221.9% | +151.7% |
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