-74.3%
GRAB vs BTI
+139.8%
-214.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | -10.8% | -0.2% | -10.6% | -10.8% |
| 30D | -15.5% | -1.1% | -14.4% | -15.4% |
| 3M | -9.0% | -8.8% | -0.2% | -8.3% |
| 6M | -21.6% | -4.0% | -17.6% | -21.6% |
| YTD | -38.9% | +0.4% | -39.2% | -39.2% |
| 1Y | -44.8% | +1.9% | -46.8% | -45.2% |
| 3Y | -18.4% | +108.5% | -127.0% | -27.5% |
| 5Y | -71.6% | +118.5% | -190.2% | -73.5% |
| All | -74.3% | +139.8% | -214.2% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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