-19.5%
GRAB vs BAH
-28.1%
+8.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.8% | -1.3% |
| 7D | -12.0% | +2.4% | -14.4% | -12.1% |
| 30D | -19.5% | -2.9% | -16.6% | -19.4% |
| 3M | -8.0% | -1.3% | -6.6% | -8.0% |
| 6M | -22.2% | -0.9% | -21.3% | -22.4% |
| YTD | -39.7% | -8.2% | -31.4% | -39.7% |
| 1Y | -43.2% | -24.0% | -19.2% | -42.2% |
| All | -19.5% | -28.1% | +8.6% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling