-74.3%
GRAB vs ALM
+1,231.6%
-1,306.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.7% |
| 7D | -10.8% | -11.8% | +1.0% | -10.2% |
| 30D | -15.5% | +7.8% | -23.3% | -16.1% |
| 3M | -9.0% | -9.3% | +0.3% | -9.0% |
| 6M | -21.6% | -30.5% | +8.9% | -20.8% |
| YTD | -38.9% | +75.8% | -114.7% | -42.4% |
| 1Y | -44.8% | +241.2% | -286.0% | -50.7% |
| 3Y | -18.4% | +1,872.6% | -1,891.1% | -34.5% |
| 5Y | -71.6% | +849.6% | -921.2% | -76.9% |
| All | -74.3% | +1,231.6% | -1,306.0% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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