-74.4%
GRAB vs GD
+164.6%
-239.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -6.4% |
| 7D | -13.9% | -3.1% | -10.7% | -13.6% |
| 30D | -17.2% | -10.9% | -6.2% | -16.3% |
| 3M | -7.9% | +2.5% | -10.3% | -8.1% |
| 6M | -23.2% | -1.7% | -21.5% | -23.2% |
| YTD | -39.1% | +6.1% | -45.2% | -39.5% |
| 1Y | -42.5% | +11.7% | -54.2% | -43.0% |
| 3Y | -18.3% | +71.8% | -90.1% | -18.9% |
| 5Y | -71.7% | +92.2% | -163.9% | -69.7% |
| All | -74.4% | +164.6% | -239.0% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling