-2.4%
GRAB vs BN
-12.1%
+9.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.4% | -3.3% |
| 7D | -6.1% | -1.2% | -4.9% | -5.2% |
| 30D | -11.2% | -10.9% | -0.3% | -4.1% |
| 3M | -2.4% | -11.1% | +8.7% | +4.0% |
| All | -2.4% | -12.1% | +9.7% | +4.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling