-71.2%
GRAB vs AGI
+400.3%
-471.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -10.8% | -2.7% | -8.1% | -10.2% |
| 30D | -15.5% | +7.2% | -22.8% | -17.2% |
| 3M | -9.0% | +4.3% | -13.2% | -10.7% |
| 6M | -21.6% | -27.1% | +5.5% | -16.2% |
| YTD | -38.9% | -6.6% | -32.3% | -39.8% |
| 1Y | -44.8% | +9.5% | -54.4% | -48.5% |
| 3Y | -18.4% | +208.4% | -226.9% | -48.2% |
| All | -71.2% | +400.3% | -471.5% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling