-74.7%
GRAB vs CHD
+13.9%
-88.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -12.0% | -4.7% | -7.3% | -12.0% |
| 30D | -19.5% | -8.3% | -11.2% | -19.6% |
| 3M | -8.0% | -4.0% | -3.9% | -7.9% |
| 6M | -22.2% | -6.5% | -15.7% | -22.3% |
| YTD | -39.7% | +13.1% | -52.8% | -39.2% |
| 1Y | -43.2% | +2.3% | -45.5% | -42.9% |
| 3Y | -19.1% | +1.8% | -20.9% | -18.7% |
| 5Y | -72.0% | +20.6% | -92.6% | -71.6% |
| All | -74.7% | +13.9% | -88.5% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling