+115.8%
F vs GRAB
-71.2%
+187.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -5.3% | +10.6% | +6.0% |
| 30D | +4.6% | -8.6% | +13.1% | +5.6% |
| 3M | -3.7% | -1.2% | -2.5% | -3.8% |
| 6M | +16.8% | -16.6% | +33.4% | +19.0% |
| YTD | +15.3% | -31.5% | +46.8% | +19.9% |
| 1Y | +31.0% | -32.3% | +63.3% | +36.1% |
| 3Y | +45.4% | -10.7% | +56.1% | +43.2% |
| 5Y | +54.7% | -67.9% | +122.5% | +47.0% |
| All | +115.8% | -71.2% | +187.0% | +115.3% |
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