-32.3%
GRAB vs GAP
+1.5%
-33.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.3% | -4.5% | -0.8% | -4.8% |
| 30D | -8.6% | +9.0% | -17.6% | -9.6% |
| 3M | -1.2% | +5.0% | -6.2% | -2.0% |
| 6M | -16.6% | -17.8% | +1.2% | -16.0% |
| YTD | -31.5% | -10.4% | -21.1% | -30.6% |
| 1Y | -32.3% | -3.4% | -28.9% | -34.3% |
| All | -32.3% | +1.5% | -33.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling