-74.3%
GRAB vs GEN
+86.4%
-160.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.1% |
| 7D | -10.8% | -1.3% | -9.5% | -10.6% |
| 30D | -15.5% | +6.1% | -21.6% | -16.6% |
| 3M | -9.0% | +27.0% | -35.9% | -13.4% |
| 6M | -21.6% | +43.9% | -65.5% | -27.5% |
| YTD | -38.9% | +13.0% | -51.9% | -40.8% |
| 1Y | -44.8% | +4.0% | -48.9% | -45.7% |
| 3Y | -18.4% | +66.2% | -84.6% | -27.0% |
| 5Y | -71.6% | +23.2% | -94.8% | -75.4% |
| All | -74.3% | +86.4% | -160.7% | -79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling