-74.4%
GRAB vs BAX
-64.4%
-10.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.6% | -6.1% |
| 7D | -13.9% | -5.1% | -8.8% | -13.0% |
| 30D | -17.2% | -12.2% | -5.0% | -15.0% |
| 3M | -7.9% | +21.8% | -29.7% | -11.2% |
| 6M | -23.2% | +36.3% | -59.5% | -27.7% |
| YTD | -39.1% | +27.8% | -66.9% | -42.4% |
| 1Y | -42.5% | -0.1% | -42.5% | -43.3% |
| 3Y | -18.3% | -33.3% | +15.0% | -15.0% |
| 5Y | -71.7% | -67.1% | -4.6% | -68.3% |
| All | -74.4% | -64.4% | -10.0% | -71.6% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling