-18.4%
GRAB vs BROS
+59.1%
-77.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.1% |
| 7D | -10.8% | -5.8% | -5.1% | -9.8% |
| 30D | -15.5% | -14.0% | -1.6% | -13.2% |
| 3M | -9.0% | -32.5% | +23.5% | -2.8% |
| 6M | -21.6% | -14.9% | -6.7% | -20.2% |
| YTD | -38.9% | -28.3% | -10.6% | -36.1% |
| 1Y | -44.8% | -34.0% | -10.9% | -41.7% |
| 3Y | -18.4% | +63.0% | -81.4% | -23.7% |
| All | -18.4% | +59.1% | -77.5% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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