-41.9%
GRAB vs BAX
+46.0%
-88.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.0% | +3.7% | +6.6% |
| 7D | +22.2% | +4.1% | +18.1% | +20.5% |
| 30D | +6.0% | +9.4% | -3.4% | +3.3% |
| 3M | -9.7% | -6.5% | -3.2% | -9.3% |
| 6M | -7.2% | +59.6% | -66.8% | -14.1% |
| YTD | -32.7% | +38.9% | -71.5% | -37.0% |
| 1Y | -41.9% | +48.0% | -89.9% | -45.1% |
| All | -41.9% | +46.0% | -88.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling