+134.3%
GLD vs GRAB
-74.3%
+208.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -2.0% | -10.8% | +8.9% | -1.7% |
| 30D | -1.5% | -15.5% | +14.0% | -1.1% |
| 3M | +3.2% | -9.0% | +12.2% | +3.4% |
| 6M | -16.3% | -21.6% | +5.3% | -15.9% |
| YTD | +0.6% | -38.9% | +39.5% | +1.6% |
| 1Y | +19.1% | -44.8% | +64.0% | +20.5% |
| 3Y | +123.5% | -18.4% | +142.0% | +123.8% |
| 5Y | +138.5% | -71.6% | +210.2% | +140.1% |
| All | +134.3% | -74.3% | +208.7% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling