-72.8%
GRAB vs ALLY
+51.5%
-124.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | +11.3% | +5.2% | +6.1% | +9.3% |
| 3M | -12.4% | -13.3% | +0.9% | -8.0% |
| 6M | -10.7% | -6.7% | -4.1% | -8.7% |
| YTD | -35.1% | -12.8% | -22.2% | -32.2% |
| 1Y | -41.5% | +0.7% | -42.2% | -41.9% |
| 3Y | -2.7% | +65.2% | -67.9% | -21.2% |
| 5Y | -80.2% | -10.1% | -70.1% | -80.7% |
| All | -72.8% | +51.5% | -124.2% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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