-71.2%
GRAB vs COO
-17.7%
-53.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | -5.3% | -2.2% | -3.0% | -4.5% |
| 30D | -8.6% | -7.0% | -1.5% | -6.1% |
| 3M | -1.2% | +12.2% | -13.4% | -5.9% |
| 6M | -16.6% | -15.1% | -1.5% | -11.4% |
| YTD | -31.5% | -15.1% | -16.4% | -27.4% |
| 1Y | -32.3% | +2.3% | -34.6% | -33.9% |
| 3Y | -10.7% | -23.7% | +13.0% | -5.9% |
| 5Y | -67.9% | -38.9% | -28.9% | -66.8% |
| All | -71.2% | -17.7% | -53.5% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling