-74.7%
GRAB vs GH
+31.4%
-106.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | -12.0% | -1.2% | -10.7% | -11.7% |
| 30D | -19.5% | -3.7% | -15.8% | -18.9% |
| 3M | -8.0% | +21.7% | -29.6% | -13.3% |
| 6M | -22.2% | +75.7% | -98.0% | -34.4% |
| YTD | -39.7% | +55.7% | -95.4% | -47.7% |
| 1Y | -43.2% | +181.1% | -224.3% | -58.8% |
| 3Y | -19.1% | +371.6% | -390.7% | -54.0% |
| 5Y | -72.0% | +23.2% | -95.2% | -77.4% |
| All | -74.7% | +31.4% | -106.1% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling