-18.4%
GRAB vs GME
+18.5%
-36.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.2% |
| 7D | -10.8% | +10.4% | -21.2% | -11.1% |
| 30D | -15.5% | +14.1% | -29.6% | -15.9% |
| 3M | -9.0% | -4.6% | -4.3% | -8.9% |
| 6M | -21.6% | -13.5% | -8.1% | -21.3% |
| YTD | -38.9% | +5.3% | -44.2% | -39.1% |
| 1Y | -44.8% | -14.9% | -30.0% | -44.7% |
| 3Y | -18.4% | +24.3% | -42.7% | -23.4% |
| All | -18.4% | +18.5% | -36.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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