+11.8%
GRAB vs GGLL
+328.7%
-316.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | -5.3% | -4.8% | -0.5% | -4.2% |
| 30D | -8.6% | -13.7% | +5.1% | -5.4% |
| 3M | -1.2% | -21.9% | +20.7% | +3.7% |
| 6M | -16.6% | +11.7% | -28.2% | -21.2% |
| YTD | -31.5% | +2.3% | -33.7% | -34.2% |
| 1Y | -32.3% | +76.2% | -108.5% | -44.0% |
| 3Y | -10.7% | +245.0% | -255.7% | -41.6% |
| All | +11.8% | +328.7% | -316.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling