-72.0%
GRAB vs GEN
+21.5%
-93.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -12.0% | -4.3% | -7.6% | -11.1% |
| 30D | -19.5% | +3.8% | -23.3% | -20.2% |
| 3M | -8.0% | +22.3% | -30.2% | -11.9% |
| 6M | -22.2% | +39.0% | -61.2% | -27.7% |
| YTD | -39.7% | +11.9% | -51.6% | -41.5% |
| 1Y | -43.2% | +4.5% | -47.7% | -44.1% |
| 3Y | -19.1% | +59.0% | -78.1% | -27.0% |
| 5Y | -72.0% | +22.0% | -94.0% | -77.4% |
| All | -72.0% | +21.5% | -93.5% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling