-69.7%
GRAB vs GD
+95.9%
-165.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.9% |
| 7D | -6.1% | -3.5% | -2.6% | -5.6% |
| 30D | -11.2% | -9.0% | -2.2% | -10.0% |
| 3M | -2.4% | +5.1% | -7.5% | -3.2% |
| 6M | -18.3% | -1.0% | -17.3% | -18.3% |
| YTD | -34.9% | +7.3% | -42.2% | -35.7% |
| 1Y | -37.4% | +12.4% | -49.8% | -38.5% |
| 3Y | -12.6% | +73.7% | -86.3% | -17.3% |
| 5Y | -69.7% | +93.8% | -163.5% | -67.2% |
| All | -69.7% | +95.9% | -165.6% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling