-74.4%
GRAB vs BN
+83.5%
-158.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.6% | -5.4% |
| 7D | -13.9% | -3.0% | -10.9% | -12.3% |
| 30D | -17.2% | -13.0% | -4.2% | -10.2% |
| 3M | -7.9% | -15.2% | +7.3% | +1.3% |
| 6M | -23.2% | -5.9% | -17.3% | -20.9% |
| YTD | -39.1% | -15.8% | -23.3% | -33.4% |
| 1Y | -42.5% | -12.2% | -30.4% | -38.7% |
| 3Y | -18.3% | +72.2% | -90.5% | -44.6% |
| 5Y | -71.7% | +33.2% | -104.9% | -77.4% |
| All | -74.4% | +83.5% | -158.0% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling