-71.2%
GRAB vs CAPR
+69.4%
-140.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | -10.8% | -11.0% | +0.1% | -10.7% |
| 30D | -15.5% | +99.8% | -115.3% | -16.0% |
| 3M | -9.0% | -66.6% | +57.6% | -8.6% |
| 6M | -21.6% | -75.1% | +53.5% | -21.1% |
| YTD | -38.9% | -71.0% | +32.1% | -38.6% |
| 1Y | -44.8% | +30.0% | -74.8% | -46.3% |
| 3Y | -18.4% | +29.0% | -47.4% | -26.8% |
| All | -71.2% | +69.4% | -140.6% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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