-71.4%
GRAB vs COMP
-47.7%
-23.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.3% | +1.4% | -6.6% | -5.6% |
| 30D | -8.6% | -13.3% | +4.8% | -6.0% |
| 3M | -1.2% | +41.1% | -42.3% | -8.3% |
| 6M | -16.6% | +17.2% | -33.8% | -20.7% |
| YTD | -31.5% | +5.2% | -36.7% | -34.1% |
| 1Y | -32.3% | +18.9% | -51.2% | -37.0% |
| 3Y | -10.7% | +215.9% | -226.6% | -38.6% |
| 5Y | -67.9% | -31.2% | -36.7% | -75.7% |
| All | -71.4% | -47.7% | -23.7% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling