+37.5%
F vs GRAB
-11.7%
+49.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.0% | +0.7% | -3.6% |
| 7D | +1.2% | -6.1% | +7.2% | +1.9% |
| 30D | +1.2% | -11.2% | +12.4% | +2.7% |
| 3M | -5.7% | -2.4% | -3.3% | -5.7% |
| 6M | +17.9% | -18.3% | +36.3% | +20.5% |
| YTD | +10.4% | -34.9% | +45.3% | +15.7% |
| 1Y | +25.3% | -37.4% | +62.7% | +31.6% |
| 3Y | +37.5% | -12.6% | +50.1% | +28.6% |
| All | +37.5% | -11.7% | +49.1% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling