-5.0%
GRAB vs BTSG
+382.3%
-387.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.1% |
| 7D | -12.0% | -5.8% | -6.2% | -11.4% |
| 30D | -19.5% | 0.0% | -19.5% | -19.6% |
| 3M | -8.0% | -4.5% | -3.5% | -8.3% |
| 6M | -22.2% | +40.0% | -62.2% | -27.7% |
| YTD | -39.7% | +54.6% | -94.2% | -44.9% |
| 1Y | -43.2% | +106.1% | -149.3% | -50.3% |
| All | -5.0% | +382.3% | -387.4% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling