-74.3%
GRAB vs AG
+82.1%
-156.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.3% | +1.9% |
| 7D | -10.8% | -6.7% | -4.1% | -9.7% |
| 30D | -15.5% | +2.2% | -17.7% | -16.1% |
| 3M | -9.0% | +15.7% | -24.7% | -12.1% |
| 6M | -21.6% | -23.8% | +2.2% | -19.1% |
| YTD | -38.9% | +17.6% | -56.5% | -43.0% |
| 1Y | -44.8% | +88.6% | -133.5% | -53.7% |
| 3Y | -18.4% | +253.4% | -271.9% | -42.9% |
| 5Y | -71.6% | +62.4% | -134.1% | -77.8% |
| All | -74.3% | +82.1% | -156.4% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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