+252.8%
GLW vs GRAB
-72.8%
+325.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | -5.0% | +12.7% | +8.4% |
| 30D | -18.8% | +11.3% | -30.2% | -20.0% |
| 3M | -27.7% | -12.4% | -15.3% | -27.0% |
| 6M | -44.4% | -10.7% | -33.7% | -44.0% |
| YTD | +31.3% | -35.1% | +66.4% | +36.6% |
| 1Y | +40.0% | -41.5% | +81.6% | +47.2% |
| 3Y | +339.2% | -2.7% | +341.9% | +337.7% |
| 5Y | +229.2% | -80.2% | +309.4% | +242.9% |
| All | +252.8% | -72.8% | +325.6% | +248.6% |
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