-74.3%
GRAB vs GPC
+59.4%
-133.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -10.8% | -3.2% | -7.6% | -10.3% |
| 30D | -15.5% | +0.5% | -16.0% | -15.6% |
| 3M | -9.0% | +31.7% | -40.7% | -13.6% |
| 6M | -21.6% | +24.7% | -46.3% | -24.9% |
| YTD | -38.9% | +11.8% | -50.7% | -41.1% |
| 1Y | -44.8% | -3.0% | -41.9% | -45.3% |
| 3Y | -18.4% | -1.1% | -17.3% | -21.6% |
| 5Y | -71.6% | +30.5% | -102.1% | -73.3% |
| All | -74.3% | +59.4% | -133.8% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling