-18.4%
GRAB vs BAX
-35.4%
+16.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -10.8% | -7.9% | -3.0% | -9.4% |
| 30D | -15.5% | -11.7% | -3.9% | -13.4% |
| 3M | -9.0% | +16.2% | -25.2% | -11.3% |
| 6M | -21.6% | +32.0% | -53.6% | -25.5% |
| YTD | -38.9% | +24.7% | -63.6% | -41.9% |
| 1Y | -44.8% | -2.6% | -42.2% | -45.2% |
| 3Y | -18.4% | -35.0% | +16.5% | -17.7% |
| All | -18.4% | -35.4% | +16.9% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling