+2,177.1%
FIX vs GRAB
-71.1%
+2,248.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.9% | +8.5% | +9.3% |
| 7D | -7.2% | +20.3% | -27.5% | -9.2% |
| 30D | -35.1% | +7.8% | -43.0% | -35.8% |
| 3M | -34.3% | -6.0% | -28.3% | -34.1% |
| 6M | -42.9% | -7.5% | -35.4% | -42.8% |
| YTD | +19.5% | -31.1% | +50.5% | +23.3% |
| 1Y | +16.8% | -38.1% | +54.9% | +21.8% |
| 3Y | +506.7% | +4.6% | +502.1% | +506.2% |
| 5Y | +1,046.7% | -77.9% | +1,124.6% | +1,053.1% |
| All | +2,177.1% | -71.1% | +2,248.2% | +2,220.7% |
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