-37.4%
GRAB vs GD
+12.5%
-49.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.8% |
| 7D | -6.1% | -3.5% | -2.6% | -5.3% |
| 30D | -11.2% | -9.0% | -2.2% | -9.3% |
| 3M | -2.4% | +5.1% | -7.5% | -4.0% |
| 6M | -18.3% | -1.0% | -17.3% | -17.3% |
| YTD | -34.9% | +7.3% | -42.2% | -37.4% |
| 1Y | -37.4% | +12.4% | -49.8% | -35.1% |
| All | -37.4% | +12.5% | -49.9% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling