-74.3%
GRAB vs CHD
+14.1%
-88.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -10.8% | -4.5% | -6.4% | -10.8% |
| 30D | -15.5% | -6.7% | -8.8% | -15.5% |
| 3M | -9.0% | -2.7% | -6.2% | -8.9% |
| 6M | -21.6% | -4.9% | -16.7% | -21.7% |
| YTD | -38.9% | +13.3% | -52.2% | -38.4% |
| 1Y | -44.8% | +1.0% | -45.9% | -44.5% |
| 3Y | -18.4% | +1.3% | -19.8% | -18.0% |
| 5Y | -71.6% | +20.8% | -92.5% | -71.2% |
| All | -74.3% | +14.1% | -88.5% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling