-72.2%
GRAB vs GD
+94.5%
-166.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +25.8% | -5.0% | +30.8% | +26.6% |
| 30D | +10.7% | +8.9% | +1.8% | +9.2% |
| 3M | -7.1% | -8.0% | +1.0% | -6.1% |
| 6M | -9.5% | +2.9% | -12.4% | -10.2% |
| YTD | -31.7% | +7.1% | -38.7% | -32.6% |
| 1Y | -39.4% | +5.9% | -45.4% | -40.2% |
| 3Y | +8.6% | +53.9% | -45.3% | +3.2% |
| All | -72.2% | +94.5% | -166.7% | -69.2% |
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