-66.7%
CSGP vs GRAB
-74.4%
+7.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | -1.8% |
| 7D | -5.4% | -13.9% | +8.5% | -3.8% |
| 30D | -6.0% | -17.2% | +11.1% | -4.0% |
| 3M | -12.8% | -7.9% | -4.9% | -12.0% |
| 6M | -38.9% | -23.2% | -15.7% | -37.1% |
| YTD | -56.0% | -39.1% | -16.9% | -53.6% |
| 1Y | -66.4% | -42.5% | -23.9% | -64.5% |
| 3Y | -64.2% | -18.3% | -45.9% | -64.2% |
| 5Y | -67.0% | -71.7% | +4.7% | -67.0% |
| All | -66.7% | -74.4% | +7.7% | -67.0% |
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 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