-41.9%
GRAB vs BN
-3.9%
-38.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.1% | +1.6% | +4.2% |
| 7D | +22.2% | +12.0% | +10.2% | +14.5% |
| 30D | +6.0% | +17.0% | -11.0% | -3.0% |
| 3M | -9.7% | -3.2% | -6.4% | -8.6% |
| 6M | -7.2% | -3.9% | -3.3% | -6.2% |
| YTD | -32.7% | -5.6% | -27.1% | -32.3% |
| 1Y | -41.9% | -4.7% | -37.2% | -42.1% |
| All | -41.9% | -3.9% | -38.0% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling