-74.3%
GRAB vs BBWI
-33.3%
-41.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | -0.1% |
| 7D | -10.8% | -4.8% | -6.0% | -9.8% |
| 30D | -15.5% | +3.5% | -19.0% | -16.5% |
| 3M | -9.0% | -0.3% | -8.6% | -9.5% |
| 6M | -21.6% | -5.4% | -16.2% | -21.9% |
| YTD | -38.9% | -4.7% | -34.2% | -39.7% |
| 1Y | -44.8% | -30.5% | -14.4% | -42.2% |
| 3Y | -18.4% | -44.3% | +25.9% | -13.9% |
| 5Y | -71.6% | -66.9% | -4.8% | -66.3% |
| All | -74.3% | -33.3% | -41.0% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling