-18.4%
GRAB vs GH
+363.0%
-381.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.5% |
| 7D | -10.8% | -2.5% | -8.3% | -10.5% |
| 30D | -15.5% | -4.7% | -10.8% | -15.0% |
| 3M | -9.0% | +20.2% | -29.2% | -11.7% |
| 6M | -21.6% | +78.8% | -100.4% | -28.6% |
| YTD | -38.9% | +54.1% | -93.0% | -43.2% |
| 1Y | -44.8% | +177.1% | -221.9% | -53.1% |
| 3Y | -18.4% | +371.6% | -390.1% | -35.2% |
| All | -18.4% | +363.0% | -381.5% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling