+5.9%
GRAB vs GGLL
+217.5%
-211.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -3.5% |
| 7D | -6.9% | +11.5% | -18.4% | -9.3% |
| 30D | +8.7% | -31.2% | +40.0% | +17.1% |
| 3M | -10.2% | -28.7% | +18.4% | -4.5% |
| 6M | -11.0% | -47.2% | +36.2% | +0.4% |
| YTD | -35.1% | -24.3% | -10.8% | -34.2% |
| 1Y | -44.0% | -12.0% | -32.0% | -45.8% |
| 3Y | -0.9% | +169.6% | -170.5% | -32.2% |
| All | +5.9% | +217.5% | -211.6% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling