-71.7%
GRAB vs ALLY
-1.1%
-70.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -6.1% |
| 7D | -13.9% | -1.9% | -11.9% | -13.2% |
| 30D | -17.2% | -4.5% | -12.7% | -15.8% |
| 3M | -7.9% | -2.8% | -5.0% | -7.0% |
| 6M | -23.2% | +10.3% | -33.6% | -26.0% |
| YTD | -39.1% | -5.7% | -33.4% | -38.0% |
| 1Y | -42.5% | +3.9% | -46.5% | -43.6% |
| 3Y | -18.3% | +64.7% | -83.0% | -34.2% |
| 5Y | -71.7% | -2.6% | -69.1% | -73.5% |
| All | -71.7% | -1.1% | -70.6% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling