-74.4%
GRAB vs GME
+365.0%
-439.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.3% | -11.8% | -6.5% |
| 7D | -13.9% | +4.8% | -18.7% | -13.9% |
| 30D | -17.2% | +5.9% | -23.0% | -17.2% |
| 3M | -7.9% | -10.7% | +2.8% | -7.8% |
| 6M | -23.2% | -19.8% | -3.4% | -23.1% |
| YTD | -39.1% | -0.9% | -38.1% | -39.1% |
| 1Y | -42.5% | -15.7% | -26.8% | -42.5% |
| 3Y | -18.3% | +12.3% | -30.6% | -19.2% |
| 5Y | -71.7% | -60.1% | -11.7% | -72.3% |
| All | -74.4% | +365.0% | -439.4% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling