-3.2%
GRAB vs BOXX
+18.5%
-21.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | -10.8% | +0.1% | -10.9% | -10.8% |
| 30D | -15.5% | +0.3% | -15.8% | -15.1% |
| 3M | -9.0% | +1.0% | -10.0% | -7.6% |
| 6M | -21.6% | +1.9% | -23.5% | -19.9% |
| YTD | -38.9% | +2.7% | -41.6% | -37.3% |
| 1Y | -44.8% | +4.0% | -48.9% | -42.7% |
| 3Y | -18.4% | +14.7% | -33.1% | +21.0% |
| All | -3.2% | +18.5% | -21.6% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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