-75.5%
GRAB vs GFS
-2.1%
-73.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.9% | -8.4% | -6.9% |
| 7D | -13.9% | +4.5% | -18.4% | -14.8% |
| 30D | -17.2% | -8.2% | -9.0% | -15.8% |
| 3M | -7.9% | -38.9% | +31.0% | +1.5% |
| 6M | -23.2% | -2.9% | -20.4% | -26.0% |
| YTD | -39.1% | +31.8% | -70.9% | -46.4% |
| 1Y | -42.5% | +43.1% | -85.7% | -50.7% |
| 3Y | -18.3% | -20.6% | +2.4% | -21.7% |
| All | -75.5% | -2.1% | -73.4% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling