-32.3%
GRAB vs GEN
+5.4%
-37.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | -5.3% | -1.2% | -4.1% | -5.1% |
| 30D | -8.6% | +10.1% | -18.7% | -10.3% |
| 3M | -1.2% | +16.1% | -17.2% | -4.4% |
| 6M | -16.6% | +38.9% | -55.4% | -20.8% |
| YTD | -31.5% | +14.4% | -45.9% | -35.4% |
| 1Y | -32.3% | +5.9% | -38.1% | -38.7% |
| All | -32.3% | +5.4% | -37.7% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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