-41.9%
GRAB vs BTSG
+111.7%
-153.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.7% | +7.7% |
| 7D | +22.2% | +17.4% | +4.8% | +20.6% |
| 30D | +6.0% | +12.6% | -6.6% | +4.9% |
| 3M | -9.7% | +11.2% | -20.9% | -10.5% |
| 6M | -7.2% | +30.4% | -37.6% | -12.9% |
| YTD | -32.7% | +86.4% | -119.0% | -43.3% |
| 1Y | -41.9% | +117.9% | -159.8% | -53.0% |
| All | -41.9% | +111.7% | -153.6% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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