-41.9%
GRAB vs BRO
-3.6%
-38.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.5% | +3.2% | +6.8% |
| 7D | +22.2% | +12.4% | +9.7% | +19.7% |
| 30D | +6.0% | +21.6% | -15.6% | +2.4% |
| 3M | -9.7% | +4.3% | -14.0% | -10.4% |
| 6M | -7.2% | +29.2% | -36.4% | -10.1% |
| YTD | -32.7% | -6.4% | -26.3% | -37.0% |
| 1Y | -41.9% | -5.3% | -36.6% | -45.2% |
| All | -41.9% | -3.6% | -38.3% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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