-32.3%
GRAB vs GH
+169.0%
-201.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -8.6% | -1.1% | -7.5% | -8.6% |
| 3M | -1.2% | +21.3% | -22.5% | -3.9% |
| 6M | -16.6% | +73.5% | -90.1% | -22.7% |
| YTD | -31.5% | +58.0% | -89.5% | -35.8% |
| 1Y | -32.3% | +163.1% | -195.3% | -33.4% |
| All | -32.3% | +169.0% | -201.3% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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