-74.3%
GRAB vs GPN
-52.9%
-21.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -10.8% | -4.6% | -6.2% | -9.3% |
| 30D | -15.5% | -0.3% | -15.2% | -15.4% |
| 3M | -9.0% | +35.4% | -44.4% | -18.1% |
| 6M | -21.6% | +21.7% | -43.3% | -27.1% |
| YTD | -38.9% | +14.9% | -53.8% | -42.4% |
| 1Y | -44.8% | +3.2% | -48.0% | -46.4% |
| 3Y | -18.4% | -27.1% | +8.7% | -13.1% |
| 5Y | -71.6% | -44.4% | -27.3% | -69.1% |
| All | -74.3% | -52.9% | -21.5% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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