-71.2%
GRAB vs CHD
+20.9%
-92.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -10.8% | -4.5% | -6.4% | -10.6% |
| 30D | -15.5% | -6.7% | -8.8% | -15.2% |
| 3M | -9.0% | -2.7% | -6.2% | -8.8% |
| 6M | -21.6% | -4.9% | -16.7% | -21.5% |
| YTD | -38.9% | +13.3% | -52.2% | -38.9% |
| 1Y | -44.8% | +1.0% | -45.9% | -44.6% |
| 3Y | -18.4% | +1.3% | -19.8% | -18.6% |
| All | -71.2% | +20.9% | -92.1% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling