+413.5%
GLW vs GRAB
-74.3%
+487.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.9% |
| 7D | +7.8% | -10.8% | +18.7% | +9.2% |
| 30D | -0.4% | -15.5% | +15.1% | +1.4% |
| 3M | -5.6% | -9.0% | +3.4% | -4.8% |
| 6M | +26.7% | -21.6% | +48.3% | +29.9% |
| YTD | +91.0% | -38.9% | +129.9% | +100.8% |
| 1Y | +122.4% | -44.8% | +167.3% | +136.2% |
| 3Y | +471.0% | -18.4% | +489.4% | +479.6% |
| 5Y | +385.6% | -71.6% | +457.3% | +394.0% |
| All | +413.5% | -74.3% | +487.8% | +412.5% |
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