-40.3%
GRAB vs GLXY
+7.0%
-47.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.0% | +0.6% | -5.6% |
| 7D | -13.9% | +4.5% | -18.4% | -14.4% |
| 30D | -17.2% | +28.8% | -46.0% | -19.9% |
| 3M | -7.9% | -23.0% | +15.2% | -5.7% |
| 6M | -23.2% | +17.0% | -40.2% | -26.8% |
| YTD | -39.1% | +12.5% | -51.6% | -43.1% |
| 1Y | -42.5% | -5.4% | -37.2% | -45.0% |
| All | -40.3% | +7.0% | -47.3% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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