-44.8%
GRAB vs GPC
-0.9%
-43.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -10.8% | -3.2% | -7.6% | -10.5% |
| 30D | -15.5% | +0.5% | -16.0% | -15.5% |
| 3M | -9.0% | +31.7% | -40.7% | -9.5% |
| 6M | -21.6% | +24.7% | -46.3% | -23.4% |
| YTD | -38.9% | +11.8% | -50.7% | -41.5% |
| 1Y | -44.8% | -3.0% | -41.9% | -49.2% |
| All | -44.8% | -0.9% | -43.9% | -49.2% |
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