-18.7%
GRAB vs COO
-27.8%
+9.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.2% | -0.2% | -4.8% |
| 7D | -13.9% | -9.0% | -4.9% | -11.6% |
| 30D | -17.2% | -16.8% | -0.3% | -13.0% |
| 3M | -7.9% | -7.5% | -0.4% | -5.9% |
| 6M | -23.2% | -16.3% | -7.0% | -19.5% |
| YTD | -39.1% | -22.5% | -16.5% | -34.9% |
| 1Y | -42.5% | -7.0% | -35.5% | -41.7% |
| All | -18.7% | -27.8% | +9.1% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling