-19.5%
GRAB vs BN
+69.2%
-88.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -12.0% | -5.9% | -6.1% | -9.4% |
| 30D | -19.5% | -15.1% | -4.5% | -13.1% |
| 3M | -8.0% | -14.6% | +6.6% | -1.0% |
| 6M | -22.2% | -8.4% | -13.8% | -19.2% |
| YTD | -39.7% | -16.8% | -22.9% | -34.8% |
| 1Y | -43.2% | -14.4% | -28.8% | -39.4% |
| All | -19.5% | +69.2% | -88.7% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling