-72.0%
GRAB vs BTDR
+15.3%
-87.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.7% |
| 7D | -12.0% | -3.2% | -8.8% | -11.9% |
| 30D | -19.5% | +32.7% | -52.2% | -20.9% |
| 3M | -8.0% | -28.4% | +20.4% | -7.1% |
| 6M | -22.2% | +51.7% | -73.9% | -25.0% |
| YTD | -39.7% | +2.9% | -42.5% | -41.0% |
| 1Y | -43.2% | -15.5% | -27.7% | -44.4% |
| 3Y | -19.1% | 0.0% | -19.1% | -23.7% |
| 5Y | -72.0% | +16.5% | -88.5% | -75.8% |
| All | -72.0% | +15.3% | -87.3% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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