-44.8%
GRAB vs GFS
+47.5%
-92.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.1% |
| 7D | -10.8% | +3.8% | -14.7% | -11.2% |
| 30D | -15.5% | -11.7% | -3.8% | -14.4% |
| 3M | -9.0% | -41.8% | +32.8% | -3.2% |
| 6M | -21.6% | +6.6% | -28.2% | -27.4% |
| YTD | -38.9% | +34.6% | -73.5% | -47.7% |
| 1Y | -44.8% | +46.2% | -91.0% | -53.2% |
| All | -44.8% | +47.5% | -92.4% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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