-74.4%
GRAB vs GAP
+23.9%
-98.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.6% | -1.9% | -5.5% |
| 7D | -13.9% | -3.2% | -10.7% | -13.3% |
| 30D | -17.2% | -0.7% | -16.5% | -17.2% |
| 3M | -7.9% | -0.5% | -7.4% | -8.2% |
| 6M | -23.2% | -5.0% | -18.2% | -23.1% |
| YTD | -39.1% | -14.7% | -24.4% | -37.9% |
| 1Y | -42.5% | -8.6% | -33.9% | -42.8% |
| 3Y | -18.3% | +108.4% | -126.6% | -41.9% |
| 5Y | -71.7% | +5.8% | -77.5% | -77.4% |
| All | -74.4% | +23.9% | -98.3% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling