-74.7%
GRAB vs ACGL
+206.5%
-281.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -12.0% | -3.6% | -8.4% | -11.8% |
| 30D | -19.5% | -2.1% | -17.4% | -19.4% |
| 3M | -8.0% | +5.4% | -13.3% | -8.2% |
| 6M | -22.2% | 0.0% | -22.2% | -22.2% |
| YTD | -39.7% | +0.3% | -40.0% | -39.7% |
| 1Y | -43.2% | +6.2% | -49.4% | -43.5% |
| 3Y | -19.1% | +30.9% | -50.0% | -20.1% |
| 5Y | -72.0% | +159.8% | -231.8% | -71.9% |
| All | -74.7% | +206.5% | -281.2% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling