+134.9%
GLD vs GRAB
-72.7%
+207.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.2% | -1.6% |
| 7D | +0.7% | -6.1% | +6.8% | +0.9% |
| 30D | +0.3% | -11.2% | +11.5% | +0.6% |
| 3M | +0.6% | -2.4% | +3.0% | +0.6% |
| 6M | -15.6% | -18.3% | +2.8% | -15.3% |
| YTD | +0.9% | -34.9% | +35.7% | +1.7% |
| 1Y | +19.4% | -37.4% | +56.8% | +20.4% |
| 3Y | +124.5% | -12.6% | +137.1% | +124.4% |
| 5Y | +138.9% | -69.7% | +208.7% | +140.2% |
| All | +134.9% | -72.7% | +207.5% | +140.7% |
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