-32.3%
GRAB vs GFI
+45.3%
-77.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -5.3% | +3.1% | -8.4% | -5.7% |
| 30D | -8.6% | +27.1% | -35.7% | -12.2% |
| 3M | -1.2% | +21.2% | -22.3% | -4.7% |
| 6M | -16.6% | -4.5% | -12.1% | -17.1% |
| YTD | -31.5% | +11.7% | -43.2% | -35.0% |
| 1Y | -32.3% | +46.0% | -78.3% | -36.6% |
| All | -32.3% | +45.3% | -77.5% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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