-72.7%
GRAB vs BAX
-63.7%
-8.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.8% | -1.2% | -4.2% |
| 7D | -6.1% | -2.4% | -3.6% | -5.6% |
| 30D | -11.2% | -9.7% | -1.5% | -9.4% |
| 3M | -2.4% | +29.3% | -31.7% | -7.0% |
| 6M | -18.3% | +40.7% | -59.0% | -23.5% |
| YTD | -34.9% | +30.3% | -65.1% | -38.7% |
| 1Y | -37.4% | +3.4% | -40.8% | -38.6% |
| 3Y | -12.6% | -32.0% | +19.4% | -9.5% |
| 5Y | -69.7% | -66.9% | -2.9% | -66.3% |
| All | -72.7% | -63.7% | -8.9% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling