-74.3%
GRAB vs GNRC
-13.5%
-60.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.5% |
| 7D | -10.8% | -0.2% | -10.6% | -10.8% |
| 30D | -15.5% | -15.7% | +0.2% | -11.5% |
| 3M | -9.0% | -27.3% | +18.4% | -1.6% |
| 6M | -21.6% | -12.1% | -9.5% | -21.0% |
| YTD | -38.9% | +37.1% | -76.0% | -47.2% |
| 1Y | -44.8% | -0.5% | -44.4% | -47.8% |
| 3Y | -18.4% | +61.5% | -80.0% | -38.3% |
| 5Y | -71.6% | -58.6% | -13.1% | -65.6% |
| All | -74.3% | -13.5% | -60.9% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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