-18.7%
GRAB vs GPC
-1.1%
-17.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.3% | -6.6% |
| 7D | -13.9% | -0.6% | -13.3% | -13.8% |
| 30D | -17.2% | +1.3% | -18.5% | -17.3% |
| 3M | -7.9% | +37.1% | -45.0% | -11.6% |
| 6M | -23.2% | +23.2% | -46.4% | -25.6% |
| YTD | -39.1% | +13.1% | -52.2% | -41.2% |
| 1Y | -42.5% | +0.9% | -43.4% | -43.6% |
| All | -18.7% | -1.1% | -17.6% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling