-41.9%
GRAB vs GPC
+6.5%
-48.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +7.4% |
| 7D | +22.2% | +4.1% | +18.1% | +21.5% |
| 30D | +6.0% | +0.1% | +5.9% | +5.9% |
| 3M | -9.7% | -3.9% | -5.8% | -9.2% |
| 6M | -7.2% | +24.4% | -31.6% | -8.0% |
| YTD | -32.7% | +5.7% | -38.4% | -35.7% |
| 1Y | -41.9% | +6.8% | -48.7% | -42.2% |
| All | -41.9% | +6.5% | -48.4% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling