+80.9%
EXC vs GRAB
-74.7%
+155.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.6% | -12.0% | +10.4% | -1.6% |
| 30D | -2.4% | -19.5% | +17.1% | -2.3% |
| 3M | -4.0% | -8.0% | +4.0% | -3.9% |
| 6M | -9.8% | -22.2% | +12.4% | -9.7% |
| YTD | +2.3% | -39.7% | +42.0% | +2.7% |
| 1Y | +3.8% | -43.2% | +47.0% | +4.2% |
| 3Y | +19.7% | -19.1% | +38.8% | +19.3% |
| 5Y | +45.6% | -72.0% | +117.6% | +45.9% |
| All | +80.9% | -74.7% | +155.6% | +92.0% |
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