-37.6%
GIS vs GRAB
-18.7%
-18.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -6.4% | -10.8% | +4.4% | -6.6% |
| 30D | -6.1% | -15.5% | +9.4% | -6.5% |
| 3M | +7.8% | -9.0% | +16.8% | +7.8% |
| 6M | -8.8% | -21.6% | +12.8% | -9.4% |
| YTD | -19.1% | -38.9% | +19.8% | -20.7% |
| 1Y | -24.8% | -44.8% | +20.1% | -26.4% |
| 3Y | -37.6% | -18.4% | -19.1% | -38.3% |
| All | -37.6% | -18.7% | -18.9% | -38.3% |
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 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