-71.2%
GRAB vs GME
-56.3%
-14.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.0% |
| 7D | -10.8% | +10.4% | -21.2% | -11.6% |
| 30D | -15.5% | +14.1% | -29.6% | -16.5% |
| 3M | -9.0% | -4.6% | -4.3% | -8.7% |
| 6M | -21.6% | -13.5% | -8.1% | -20.9% |
| YTD | -38.9% | +5.3% | -44.2% | -39.4% |
| 1Y | -44.8% | -14.9% | -30.0% | -44.4% |
| 3Y | -18.4% | +24.3% | -42.7% | -32.8% |
| All | -71.2% | -56.3% | -14.9% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling