-74.3%
GRAB vs BG
+137.9%
-212.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.5% |
| 7D | -10.8% | +3.1% | -13.9% | -11.1% |
| 30D | -15.5% | +10.2% | -25.7% | -16.3% |
| 3M | -9.0% | -1.7% | -7.3% | -8.9% |
| 6M | -21.6% | +1.0% | -22.6% | -21.9% |
| YTD | -38.9% | +39.9% | -78.8% | -41.6% |
| 1Y | -44.8% | +53.2% | -98.1% | -48.1% |
| 3Y | -18.4% | +16.3% | -34.7% | -21.9% |
| 5Y | -71.6% | +83.9% | -155.5% | -75.5% |
| All | -74.3% | +137.9% | -212.2% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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