-71.2%
GRAB vs GAP
+8.7%
-79.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.5% | +0.7% |
| 7D | -10.8% | -4.1% | -6.7% | -10.0% |
| 30D | -15.5% | +6.2% | -21.7% | -16.7% |
| 3M | -9.0% | -0.7% | -8.3% | -9.2% |
| 6M | -21.6% | -7.1% | -14.5% | -21.1% |
| YTD | -38.9% | -14.1% | -24.8% | -37.8% |
| 1Y | -44.8% | -8.5% | -36.4% | -45.1% |
| 3Y | -18.4% | +115.4% | -133.8% | -43.6% |
| All | -71.2% | +8.7% | -79.9% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling