+560.4%
GE vs GRAB
-74.4%
+634.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.6% | -2.2% |
| 7D | -1.2% | -13.9% | +12.6% | +0.2% |
| 30D | -11.3% | -17.2% | +5.9% | -9.7% |
| 3M | -1.4% | -7.9% | +6.5% | -0.7% |
| 6M | +1.2% | -23.2% | +24.4% | +3.6% |
| YTD | +5.9% | -39.1% | +45.0% | +10.6% |
| 1Y | +18.4% | -42.5% | +60.9% | +24.1% |
| 3Y | +271.0% | -18.3% | +289.3% | +275.1% |
| 5Y | +417.9% | -71.7% | +489.7% | +404.8% |
| All | +560.4% | -74.4% | +634.9% | +564.6% |
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 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