-71.2%
GRAB vs A
-14.3%
-56.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.3% | +0.3% |
| 7D | -10.8% | -2.6% | -8.2% | -9.9% |
| 30D | -15.5% | -0.9% | -14.6% | -15.3% |
| 3M | -9.0% | +13.6% | -22.6% | -13.4% |
| 6M | -21.6% | +27.8% | -49.4% | -29.4% |
| YTD | -38.9% | +8.6% | -47.5% | -41.4% |
| 1Y | -44.8% | +16.9% | -61.7% | -49.0% |
| 3Y | -18.4% | +32.9% | -51.4% | -33.1% |
| All | -71.2% | -14.3% | -56.9% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling