-70.3%
GRAB vs BROS
+38.3%
-108.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -6.0% |
| 7D | -13.9% | -6.6% | -7.3% | -12.6% |
| 30D | -17.2% | -12.3% | -4.8% | -15.0% |
| 3M | -7.9% | -22.2% | +14.3% | -3.8% |
| 6M | -23.2% | -14.3% | -9.0% | -21.8% |
| YTD | -39.1% | -26.6% | -12.5% | -36.2% |
| 1Y | -42.5% | -31.5% | -11.0% | -39.3% |
| 3Y | -18.3% | +62.3% | -80.5% | -31.1% |
| All | -70.3% | +38.3% | -108.7% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling