+45.7%
EXC vs GRAB
-71.6%
+117.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.5% |
| 7D | +0.3% | -13.9% | +14.2% | +0.4% |
| 30D | -0.9% | -17.2% | +16.3% | -0.8% |
| 3M | -2.7% | -7.9% | +5.2% | -2.6% |
| 6M | -9.4% | -23.2% | +13.9% | -9.2% |
| YTD | +3.0% | -39.1% | +42.1% | +3.4% |
| 1Y | +5.1% | -42.5% | +47.7% | +5.5% |
| 3Y | +20.6% | -18.3% | +38.9% | +20.1% |
| 5Y | +45.7% | -71.7% | +117.4% | +44.6% |
| All | +45.7% | -71.6% | +117.3% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling