+141.3%
GLD vs GRAB
-71.7%
+213.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.1% |
| 7D | +0.1% | -13.9% | +14.0% | +0.5% |
| 30D | +0.2% | -17.2% | +17.4% | +0.6% |
| 3M | +3.2% | -7.9% | +11.1% | +3.4% |
| 6M | -14.6% | -23.2% | +8.6% | -14.2% |
| YTD | +1.8% | -39.1% | +40.9% | +2.7% |
| 1Y | +20.7% | -42.5% | +63.3% | +22.0% |
| 3Y | +126.5% | -18.3% | +144.8% | +126.9% |
| All | +141.3% | -71.7% | +213.0% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling