-71.8%
GRAB vs GD
+177.0%
-248.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.7% |
| 7D | +7.4% | -1.9% | +9.3% | +7.5% |
| 30D | +5.0% | +10.9% | -5.9% | +4.0% |
| 3M | -8.7% | -6.8% | -2.0% | -8.2% |
| 6M | -9.9% | +7.0% | -17.0% | -10.7% |
| YTD | -32.9% | +11.1% | -44.0% | -33.6% |
| 1Y | -43.2% | +7.0% | -50.3% | -43.7% |
| 3Y | +2.4% | +59.9% | -57.5% | +0.4% |
| 5Y | -77.9% | +102.5% | -180.4% | -76.4% |
| All | -71.8% | +177.0% | -248.8% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling