+3,194.0%
FIX vs GRAB
-71.2%
+3,265.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | -5.3% | +11.3% | +6.6% |
| 30D | -7.2% | -8.6% | +1.3% | -6.4% |
| 3M | -15.9% | -1.2% | -14.7% | -15.9% |
| 6M | +12.7% | -16.6% | +29.3% | +14.7% |
| YTD | +72.8% | -31.5% | +104.3% | +79.1% |
| 1Y | +122.9% | -32.3% | +155.2% | +131.5% |
| 3Y | +774.3% | -10.7% | +785.0% | +784.1% |
| 5Y | +2,049.5% | -67.9% | +2,117.3% | +2,051.2% |
| All | +3,194.0% | -71.2% | +3,265.2% | +3,271.8% |
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