-72.7%
GRAB vs GPC
+59.9%
-132.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -4.4% |
| 7D | -6.1% | +0.2% | -6.3% | -6.1% |
| 30D | -11.2% | -0.4% | -10.8% | -11.1% |
| 3M | -2.4% | +39.2% | -41.6% | -8.2% |
| 6M | -18.3% | +18.2% | -36.6% | -21.1% |
| YTD | -34.9% | +12.1% | -47.0% | -37.3% |
| 1Y | -37.4% | -0.7% | -36.7% | -38.2% |
| 3Y | -12.6% | -1.7% | -11.0% | -15.9% |
| 5Y | -69.7% | +29.3% | -99.0% | -71.6% |
| All | -72.7% | +59.9% | -132.5% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling