+202.8%
CSCO vs GRAB
-74.3%
+277.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.0% | +4.3% |
| 7D | +2.7% | -10.8% | +13.5% | +3.0% |
| 30D | -9.5% | -15.5% | +6.0% | -9.1% |
| 3M | -7.6% | -9.0% | +1.3% | -7.4% |
| 6M | +44.9% | -21.6% | +66.5% | +45.8% |
| YTD | +47.7% | -38.9% | +86.6% | +49.5% |
| 1Y | +69.1% | -44.8% | +113.9% | +71.6% |
| 3Y | +113.5% | -18.4% | +132.0% | +114.2% |
| 5Y | +122.8% | -71.6% | +194.4% | +122.1% |
| All | +202.8% | -74.3% | +277.2% | +202.5% |
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