-71.2%
GRAB vs COO
-52.5%
-18.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -10.8% | -22.5% | +11.7% | -1.5% |
| 30D | -15.5% | -29.7% | +14.2% | -3.0% |
| 3M | -9.0% | -20.1% | +11.2% | -0.9% |
| 6M | -21.6% | -26.9% | +5.3% | -11.6% |
| YTD | -38.9% | -34.2% | -4.7% | -28.1% |
| 1Y | -44.8% | -21.3% | -23.6% | -40.5% |
| 3Y | -18.4% | -38.7% | +20.2% | -7.1% |
| All | -71.2% | -52.5% | -18.7% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling