-72.7%
GRAB vs CG
+91.1%
-163.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -4.1% |
| 7D | -6.1% | -1.3% | -4.8% | -5.6% |
| 30D | -11.2% | -3.2% | -8.0% | -10.1% |
| 3M | -2.4% | +6.2% | -8.6% | -5.4% |
| 6M | -18.3% | -4.7% | -13.7% | -17.4% |
| YTD | -34.9% | -20.6% | -14.2% | -29.3% |
| 1Y | -37.4% | -26.4% | -11.0% | -30.1% |
| 3Y | -12.6% | +55.4% | -68.0% | -35.3% |
| 5Y | -69.7% | +9.8% | -79.6% | -73.6% |
| All | -72.7% | +91.1% | -163.7% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling