-74.7%
GRAB vs COO
-35.9%
-38.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.7% | +13.7% | +4.5% |
| 7D | -12.0% | -23.3% | +11.3% | -3.1% |
| 30D | -19.5% | -29.5% | +10.0% | -8.6% |
| 3M | -8.0% | -20.0% | +12.0% | -0.5% |
| 6M | -22.2% | -27.2% | +5.0% | -12.9% |
| YTD | -39.7% | -33.9% | -5.8% | -30.0% |
| 1Y | -43.2% | -19.9% | -23.3% | -39.4% |
| 3Y | -19.1% | -38.1% | +19.0% | -8.6% |
| 5Y | -72.0% | -52.0% | -20.0% | -68.4% |
| All | -74.7% | -35.9% | -38.8% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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