-24.6%
GIS vs GRAB
-74.4%
+49.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.7% |
| 7D | -8.6% | -13.9% | +5.3% | -8.9% |
| 30D | -0.5% | -17.2% | +16.7% | -0.9% |
| 3M | +11.9% | -7.9% | +19.8% | +11.8% |
| 6M | -11.6% | -23.2% | +11.6% | -12.1% |
| YTD | -16.3% | -39.1% | +22.8% | -17.3% |
| 1Y | -21.8% | -42.5% | +20.8% | -22.8% |
| 3Y | -35.7% | -18.3% | -17.4% | -35.7% |
| 5Y | -22.9% | -71.7% | +48.9% | -24.6% |
| All | -24.6% | -74.4% | +49.9% | -28.0% |
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