+57.7%
GEV vs GRAB
-30.1%
+87.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | -5.3% | +8.6% | +5.3% |
| 30D | -7.5% | -8.6% | +1.1% | -4.6% |
| 3M | -2.2% | -1.2% | -1.0% | -2.7% |
| 6M | +12.1% | -16.6% | +28.7% | +17.7% |
| YTD | +44.4% | -31.5% | +75.9% | +62.3% |
| 1Y | +57.7% | -32.3% | +89.9% | +89.3% |
| All | +57.7% | -30.1% | +87.7% | +89.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling