-13.7%
GEHC vs GRAB
-22.3%
+8.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -0.6% |
| 7D | -7.6% | -13.9% | +6.2% | -3.7% |
| 30D | -10.7% | -17.2% | +6.5% | -6.0% |
| 3M | -1.2% | -7.9% | +6.7% | +0.3% |
| 6M | -13.7% | -23.2% | +9.5% | -5.1% |
| All | -13.7% | -22.3% | +8.5% | -5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling