+4.6%
GRAB vs COMP
+431.5%
-427.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.1% |
| 7D | +20.3% | +14.5% | +5.7% | +17.9% |
| 30D | +7.8% | +14.9% | -7.1% | +5.5% |
| 3M | -6.0% | -14.2% | +8.2% | -4.6% |
| 6M | -7.5% | +23.7% | -31.3% | -10.8% |
| YTD | -31.1% | +2.1% | -33.1% | -33.0% |
| 1Y | -38.1% | +26.2% | -64.3% | -41.3% |
| 3Y | +4.6% | +470.9% | -466.3% | -22.6% |
| All | +4.6% | +431.5% | -427.0% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling