+82.0%
EXC vs GRAB
-71.2%
+153.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.3% | -5.3% | +5.5% | +0.3% |
| 30D | -3.7% | -8.6% | +4.8% | -3.7% |
| 3M | -1.3% | -1.2% | -0.1% | -1.3% |
| 6M | -9.7% | -16.6% | +6.9% | -9.6% |
| YTD | +2.9% | -31.5% | +34.4% | +3.2% |
| 1Y | +4.4% | -32.3% | +36.7% | +4.6% |
| 3Y | +22.2% | -10.7% | +32.9% | +21.7% |
| 5Y | +46.7% | -67.9% | +114.6% | +46.9% |
| All | +82.0% | -71.2% | +153.2% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling