-18.7%
GRAB vs GGLL
+226.0%
-244.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.5% | -1.9% | -5.4% |
| 7D | -13.9% | -3.9% | -10.0% | -13.1% |
| 30D | -17.2% | -15.4% | -1.8% | -14.0% |
| 3M | -7.9% | -21.9% | +14.0% | -3.6% |
| 6M | -23.2% | +4.5% | -27.7% | -26.1% |
| YTD | -39.1% | -2.4% | -36.7% | -40.7% |
| 1Y | -42.5% | +57.8% | -100.3% | -50.8% |
| All | -18.7% | +226.0% | -244.7% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling