-74.3%
GRAB vs BEN
+97.3%
-171.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -10.8% | -3.1% | -7.7% | -9.6% |
| 30D | -15.5% | +0.2% | -15.7% | -15.6% |
| 3M | -9.0% | +6.8% | -15.8% | -11.6% |
| 6M | -21.6% | +38.1% | -59.7% | -31.9% |
| YTD | -38.9% | +44.3% | -83.2% | -48.1% |
| 1Y | -44.8% | +42.6% | -87.4% | -53.0% |
| 3Y | -18.4% | +52.3% | -70.8% | -34.7% |
| 5Y | -71.6% | +37.6% | -109.3% | -77.4% |
| All | -74.3% | +97.3% | -171.7% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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