+40.4%
EXC vs GRAB
-79.2%
+119.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.4% | -5.0% | +6.4% | +1.4% |
| 30D | +8.6% | +11.3% | -2.8% | +8.5% |
| 3M | +2.4% | -12.4% | +14.8% | +2.4% |
| 6M | +6.5% | -10.7% | +17.2% | +6.5% |
| YTD | +9.0% | -35.1% | +44.1% | +9.3% |
| 1Y | +4.6% | -41.5% | +46.1% | +4.9% |
| 3Y | +33.5% | -2.7% | +36.2% | +32.6% |
| All | +40.4% | -79.2% | +119.6% | +38.8% |
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