-74.4%
GRAB vs BBWI
-36.4%
-38.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.3% | -0.2% | -5.1% |
| 7D | -13.9% | -4.4% | -9.5% | -13.0% |
| 30D | -17.2% | -7.4% | -9.8% | -16.0% |
| 3M | -7.9% | -2.2% | -5.7% | -8.0% |
| 6M | -23.2% | -16.3% | -6.9% | -21.4% |
| YTD | -39.1% | -9.1% | -29.9% | -39.2% |
| 1Y | -42.5% | -34.5% | -8.0% | -38.9% |
| 3Y | -18.3% | -47.0% | +28.7% | -12.8% |
| 5Y | -71.7% | -68.8% | -2.9% | -65.9% |
| All | -74.4% | -36.4% | -38.0% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling