-74.3%
GRAB vs BAH
-2.5%
-71.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -10.8% | +4.3% | -15.1% | -11.1% |
| 30D | -15.5% | -2.5% | -13.1% | -15.4% |
| 3M | -9.0% | -0.9% | -8.0% | -9.1% |
| 6M | -21.6% | +1.5% | -23.1% | -22.0% |
| YTD | -38.9% | -8.0% | -30.9% | -38.9% |
| 1Y | -44.8% | -24.7% | -20.1% | -43.8% |
| 3Y | -18.4% | -28.4% | +9.9% | -18.0% |
| 5Y | -71.6% | +2.8% | -74.4% | -72.6% |
| All | -74.3% | -2.5% | -71.8% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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