-44.8%
GRAB vs BAX
-0.4%
-44.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -10.8% | -7.9% | -3.0% | -9.5% |
| 30D | -15.5% | -11.7% | -3.9% | -13.7% |
| 3M | -9.0% | +16.2% | -25.2% | -10.4% |
| 6M | -21.6% | +32.0% | -53.6% | -24.4% |
| YTD | -38.9% | +24.7% | -63.6% | -41.0% |
| 1Y | -44.8% | -2.6% | -42.2% | -46.6% |
| All | -44.8% | -0.4% | -44.5% | -46.6% |
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 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