-41.9%
GRAB vs A
+24.4%
-66.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.7% | +7.5% |
| 7D | +22.2% | -2.4% | +24.6% | +22.8% |
| 30D | +6.0% | +3.6% | +2.4% | +5.2% |
| 3M | -9.7% | +27.5% | -37.1% | -13.9% |
| 6M | -7.2% | +58.5% | -65.7% | -15.8% |
| YTD | -32.7% | +31.2% | -63.8% | -36.0% |
| 1Y | -41.9% | +22.2% | -64.1% | -43.6% |
| All | -41.9% | +24.4% | -66.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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