+632.4%
GEV vs GRAB
-3.2%
+635.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.2% |
| 7D | +1.6% | -10.8% | +12.4% | +5.2% |
| 30D | -7.9% | -15.5% | +7.6% | -3.2% |
| 3M | +5.6% | -9.0% | +14.6% | +8.0% |
| 6M | +13.1% | -21.6% | +34.7% | +20.8% |
| YTD | +46.7% | -38.9% | +85.6% | +68.7% |
| 1Y | +51.3% | -44.8% | +96.1% | +78.7% |
| All | +632.4% | -3.2% | +635.6% | +595.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling