-71.2%
GRAB vs GFI
+524.1%
-595.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -10.8% | -4.9% | -6.0% | -10.5% |
| 30D | -15.5% | +10.7% | -26.2% | -16.2% |
| 3M | -9.0% | +25.6% | -34.6% | -10.7% |
| 6M | -21.6% | -8.3% | -13.3% | -21.7% |
| YTD | -38.9% | +6.3% | -45.2% | -39.6% |
| 1Y | -44.8% | +22.1% | -66.9% | -46.0% |
| 3Y | -18.4% | +289.2% | -307.6% | -24.2% |
| All | -71.2% | +524.1% | -595.3% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling