-19.5%
GRAB vs CG
+44.6%
-64.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | -12.0% | -9.8% | -2.2% | -8.8% |
| 30D | -19.5% | -10.3% | -9.2% | -16.5% |
| 3M | -8.0% | -1.7% | -6.3% | -7.6% |
| 6M | -22.2% | -9.8% | -12.4% | -19.8% |
| YTD | -39.7% | -25.6% | -14.1% | -34.2% |
| 1Y | -43.2% | -32.5% | -10.7% | -36.3% |
| All | -19.5% | +44.6% | -64.1% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling