-72.7%
GRAB vs GEN
+83.6%
-156.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.2% | -4.4% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | -11.2% | +2.6% | -13.8% | -11.7% |
| 3M | -2.4% | +15.8% | -18.2% | -5.4% |
| 6M | -18.3% | +33.1% | -51.5% | -23.3% |
| YTD | -34.9% | +11.3% | -46.2% | -36.7% |
| 1Y | -37.4% | +1.7% | -39.0% | -38.1% |
| 3Y | -12.6% | +58.1% | -70.8% | -21.1% |
| 5Y | -69.7% | +20.6% | -90.4% | -73.7% |
| All | -72.7% | +83.6% | -156.3% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling