-72.8%
GRAB vs COMP
-49.4%
-23.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.3% | -1.6% | -4.3% |
| 7D | -6.1% | +4.1% | -10.1% | -6.8% |
| 30D | -11.2% | -14.5% | +3.3% | -8.5% |
| 3M | -2.4% | +41.8% | -44.2% | -9.5% |
| 6M | -18.3% | +23.6% | -41.9% | -23.2% |
| YTD | -34.9% | +1.7% | -36.6% | -36.9% |
| 1Y | -37.4% | +12.6% | -49.9% | -41.1% |
| 3Y | -12.6% | +221.9% | -234.5% | -40.3% |
| 5Y | -69.7% | -28.1% | -41.6% | -77.0% |
| All | -72.8% | -49.4% | -23.4% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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