-74.4%
GRAB vs BEN
+100.1%
-174.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -4.9% | -5.8% |
| 7D | -13.9% | +3.4% | -17.2% | -15.1% |
| 30D | -17.2% | +1.8% | -19.0% | -17.8% |
| 3M | -7.9% | +8.4% | -16.3% | -11.1% |
| 6M | -23.2% | +35.6% | -58.9% | -32.8% |
| YTD | -39.1% | +46.4% | -85.4% | -48.6% |
| 1Y | -42.5% | +46.3% | -88.9% | -51.6% |
| 3Y | -18.3% | +54.6% | -72.9% | -35.0% |
| 5Y | -71.7% | +39.4% | -111.1% | -77.6% |
| All | -74.4% | +100.1% | -174.5% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling