-71.2%
GRAB vs GRMN
+81.6%
-152.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | -0.4% |
| 7D | -10.8% | +2.4% | -13.2% | -11.7% |
| 30D | -15.5% | -8.5% | -7.1% | -12.5% |
| 3M | -9.0% | +19.5% | -28.4% | -16.2% |
| 6M | -21.6% | +21.2% | -42.8% | -28.4% |
| YTD | -38.9% | +41.0% | -79.9% | -48.0% |
| 1Y | -44.8% | +19.6% | -64.4% | -49.9% |
| 3Y | -18.4% | +183.8% | -202.2% | -57.0% |
| All | -71.2% | +81.6% | -152.8% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 5y: compounded portfolio wealth divided by compounded GRMN 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…
5y analysis · Full analysis span regression · 6 months rolling