+39.4%
GM vs GRAB
-39.6%
+79.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.7% | -3.1% | +3.1% |
| 7D | +12.1% | +22.2% | -10.1% | +7.6% |
| 30D | +15.2% | +6.0% | +9.2% | +13.7% |
| 3M | +4.9% | -9.7% | +14.6% | +7.0% |
| 6M | +22.6% | -7.2% | +29.8% | +23.5% |
| YTD | +14.4% | -32.7% | +47.1% | +19.8% |
| 1Y | +39.4% | -41.9% | +81.3% | +47.7% |
| All | +39.4% | -39.6% | +79.0% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling