-72.0%
GRAB vs ALM
+856.4%
-928.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.6% | +8.6% | -0.3% |
| 7D | -12.0% | -7.1% | -4.9% | -11.6% |
| 30D | -19.5% | +24.7% | -44.2% | -21.1% |
| 3M | -8.0% | +8.3% | -16.3% | -9.3% |
| 6M | -22.2% | -22.2% | -0.1% | -22.0% |
| YTD | -39.7% | +88.1% | -127.8% | -44.0% |
| 1Y | -43.2% | +272.4% | -315.6% | -50.6% |
| 3Y | -19.1% | +2,004.1% | -2,023.2% | -38.6% |
| 5Y | -72.0% | +915.8% | -987.8% | -77.7% |
| All | -72.0% | +856.4% | -928.4% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling