-3.8%
GRAB vs BTSG
+389.4%
-393.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.1% |
| 7D | -10.8% | -3.3% | -7.5% | -10.5% |
| 30D | -15.5% | -1.6% | -13.9% | -15.4% |
| 3M | -9.0% | -6.9% | -2.1% | -8.9% |
| 6M | -21.6% | +42.1% | -63.7% | -27.3% |
| YTD | -38.9% | +56.8% | -95.7% | -44.2% |
| 1Y | -44.8% | +109.8% | -154.7% | -51.9% |
| All | -3.8% | +389.4% | -393.2% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling