+99.9%
GM vs GRAB
-74.3%
+174.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -2.4% | -10.8% | +8.4% | -1.0% |
| 30D | -1.1% | -15.5% | +14.4% | +0.9% |
| 3M | +6.1% | -9.0% | +15.1% | +7.1% |
| 6M | +15.0% | -21.6% | +36.6% | +18.2% |
| YTD | +6.0% | -38.9% | +44.9% | +12.1% |
| 1Y | +47.1% | -44.8% | +91.9% | +57.0% |
| 3Y | +170.5% | -18.4% | +188.9% | +168.6% |
| 5Y | +80.5% | -71.6% | +152.1% | +73.8% |
| All | +99.9% | -74.3% | +174.3% | +99.3% |
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