+108.9%
GLD vs GRAB
-72.8%
+181.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | -5.0% | +0.4% | -4.4% |
| 30D | -5.5% | +11.3% | -16.8% | -5.7% |
| 3M | -10.9% | -12.4% | +1.5% | -10.7% |
| 6M | -17.4% | -10.7% | -6.7% | -17.3% |
| YTD | -10.3% | -35.1% | +24.8% | -9.6% |
| 1Y | -7.2% | -41.5% | +34.4% | -6.3% |
| 3Y | +96.9% | -2.7% | +99.6% | +96.5% |
| 5Y | +103.8% | -80.2% | +184.0% | +106.5% |
| All | +108.9% | -72.8% | +181.6% | +113.9% |
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