-44.8%
GRAB vs GFI
+29.3%
-74.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.2% |
| 7D | -10.8% | -2.7% | -8.1% | -10.5% |
| 30D | -15.5% | +13.2% | -28.8% | -17.3% |
| 3M | -9.0% | +28.5% | -37.4% | -12.9% |
| 6M | -21.6% | -6.2% | -15.4% | -21.9% |
| YTD | -38.9% | +8.7% | -47.6% | -41.7% |
| 1Y | -44.8% | +24.8% | -69.7% | -48.8% |
| All | -44.8% | +29.3% | -74.1% | -48.8% |
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