+98.5%
F vs GRAB
-74.4%
+172.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.5% | -3.2% |
| 7D | -4.9% | -13.9% | +9.0% | -3.2% |
| 30D | -2.9% | -17.2% | +14.3% | -0.7% |
| 3M | -9.1% | -7.9% | -1.2% | -8.4% |
| 6M | +12.9% | -23.2% | +36.2% | +16.2% |
| YTD | +6.1% | -39.1% | +45.1% | +11.9% |
| 1Y | +22.5% | -42.5% | +65.0% | +29.8% |
| 3Y | +32.1% | -18.3% | +50.3% | +31.5% |
| 5Y | +43.7% | -71.7% | +115.5% | +38.8% |
| All | +98.5% | -74.4% | +172.9% | +100.9% |
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