-1.6%
GRAB vs GGLL
+313.5%
-315.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -12.0% | -5.8% | -6.2% | -10.7% |
| 30D | -19.5% | -7.2% | -12.3% | -18.1% |
| 3M | -8.0% | -17.5% | +9.6% | -4.7% |
| 6M | -22.2% | +5.1% | -27.3% | -25.4% |
| YTD | -39.7% | -1.3% | -38.3% | -41.6% |
| 1Y | -43.2% | +60.2% | -103.4% | -51.9% |
| 3Y | -19.1% | +230.8% | -249.9% | -46.5% |
| All | -1.6% | +313.5% | -315.2% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GGLL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling