+108.4%
CSCO vs GRAB
-18.9%
+127.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.8% |
| 7D | 0.0% | -13.9% | +13.9% | +1.3% |
| 30D | -10.7% | -17.2% | +6.4% | -9.3% |
| 3M | -8.7% | -7.9% | -0.9% | -8.3% |
| 6M | +44.9% | -23.2% | +68.1% | +47.8% |
| YTD | +44.1% | -39.1% | +83.2% | +50.0% |
| 1Y | +65.9% | -42.5% | +108.4% | +73.2% |
| All | +108.4% | -18.9% | +127.3% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling