-71.2%
GRAB vs CG
-2.7%
-68.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.1% |
| 7D | -10.8% | -9.9% | -1.0% | -6.7% |
| 30D | -15.5% | -11.7% | -3.9% | -10.9% |
| 3M | -9.0% | -4.3% | -4.7% | -7.6% |
| 6M | -21.6% | -8.8% | -12.8% | -19.1% |
| YTD | -38.9% | -26.9% | -12.0% | -31.1% |
| 1Y | -44.8% | -35.4% | -9.4% | -34.6% |
| 3Y | -18.4% | +43.0% | -61.5% | -38.3% |
| All | -71.2% | -2.7% | -68.5% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling