+412.1%
GLW vs GRAB
-72.7%
+484.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -5.0% | +12.5% | +8.1% |
| 7D | +14.0% | -6.1% | +20.1% | +14.7% |
| 30D | +0.4% | -11.2% | +11.6% | +1.6% |
| 3M | -11.3% | -2.4% | -8.9% | -11.3% |
| 6M | +35.1% | -18.3% | +53.4% | +37.8% |
| YTD | +90.5% | -34.9% | +125.4% | +98.9% |
| 1Y | +132.0% | -37.4% | +169.4% | +143.3% |
| 3Y | +463.3% | -12.6% | +476.0% | +467.6% |
| 5Y | +382.5% | -69.7% | +452.2% | +387.5% |
| All | +412.1% | -72.7% | +484.8% | +407.6% |
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 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