-44.8%
GRAB vs AGI
+9.2%
-54.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -10.8% | -2.7% | -8.1% | -10.4% |
| 30D | -15.5% | +7.2% | -22.8% | -16.7% |
| 3M | -9.0% | +4.3% | -13.2% | -9.9% |
| 6M | -21.6% | -27.1% | +5.5% | -17.7% |
| YTD | -38.9% | -6.6% | -32.3% | -39.7% |
| 1Y | -44.8% | +9.5% | -54.4% | -47.2% |
| All | -44.8% | +9.2% | -54.1% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling