+6.2%
GRAB vs GGLL
+328.4%
-322.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | -6.1% | +1.9% | -7.9% | -6.5% |
| 30D | -11.2% | -9.7% | -1.5% | -9.2% |
| 3M | -2.4% | -18.0% | +15.6% | +1.2% |
| 6M | -18.3% | +15.3% | -33.6% | -23.5% |
| YTD | -34.9% | +2.2% | -37.1% | -37.5% |
| 1Y | -37.4% | +73.1% | -110.5% | -48.0% |
| 3Y | -12.6% | +242.7% | -255.3% | -42.8% |
| All | +6.2% | +328.4% | -322.2% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling