+12.0%
GEHC vs GRAB
+1.6%
+10.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.0% | +1.9% | -2.4% |
| 7D | -5.2% | -6.1% | +0.9% | -4.4% |
| 30D | -7.0% | -11.2% | +4.2% | -5.5% |
| 3M | +3.3% | -2.4% | +5.7% | +3.5% |
| 6M | -10.0% | -18.3% | +8.3% | -7.8% |
| YTD | -18.5% | -34.9% | +16.4% | -14.3% |
| 1Y | -14.4% | -37.4% | +23.0% | -10.0% |
| 3Y | +3.4% | -12.6% | +16.1% | +4.8% |
| All | +12.0% | +1.6% | +10.4% | +16.0% |
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