-74.4%
GRAB vs ACWI
+100.6%
-175.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -5.6% |
| 7D | -13.9% | 0.0% | -13.9% | -13.9% |
| 30D | -17.2% | -0.6% | -16.6% | -16.5% |
| 3M | -7.9% | +4.3% | -12.1% | -13.0% |
| 6M | -23.2% | +12.7% | -35.9% | -34.9% |
| YTD | -39.1% | +13.9% | -53.0% | -49.1% |
| 1Y | -42.5% | +20.5% | -63.1% | -55.4% |
| 3Y | -18.3% | +76.5% | -94.8% | -62.7% |
| 5Y | -71.7% | +67.5% | -139.2% | -86.0% |
| All | -74.4% | +100.6% | -175.0% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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