-44.8%
GRAB vs GGLL
+64.4%
-109.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.6% |
| 7D | -10.8% | -0.3% | -10.5% | -10.7% |
| 30D | -15.5% | -4.0% | -11.5% | -14.8% |
| 3M | -9.0% | -15.5% | +6.6% | -6.7% |
| 6M | -21.6% | +7.6% | -29.2% | -25.4% |
| YTD | -38.9% | +2.0% | -40.8% | -41.6% |
| 1Y | -44.8% | +63.9% | -108.8% | -57.0% |
| All | -44.8% | +64.4% | -109.3% | -57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling