-74.7%
GRAB vs AGI
+337.1%
-411.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.2% |
| 7D | -12.0% | -5.3% | -6.7% | -10.9% |
| 30D | -19.5% | +6.8% | -26.3% | -21.0% |
| 3M | -8.0% | +8.3% | -16.3% | -10.5% |
| 6M | -22.2% | -29.2% | +7.0% | -16.7% |
| YTD | -39.7% | -7.3% | -32.4% | -40.4% |
| 1Y | -43.2% | +8.0% | -51.2% | -46.4% |
| 3Y | -19.1% | +206.6% | -225.6% | -45.3% |
| 5Y | -72.0% | +398.1% | -470.1% | -84.0% |
| All | -74.7% | +337.1% | -411.8% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling