-72.0%
GRAB vs AG
+64.4%
-136.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | 0.0% |
| 7D | -12.0% | -5.8% | -6.2% | -11.0% |
| 30D | -19.5% | +6.4% | -25.9% | -20.7% |
| 3M | -8.0% | +28.4% | -36.3% | -13.2% |
| 6M | -22.2% | -24.5% | +2.2% | -19.5% |
| YTD | -39.7% | +21.2% | -60.9% | -44.4% |
| 1Y | -43.2% | +114.1% | -157.3% | -54.3% |
| 3Y | -19.1% | +268.0% | -287.1% | -45.8% |
| 5Y | -72.0% | +67.3% | -139.3% | -77.9% |
| All | -72.0% | +64.4% | -136.4% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling