-21.6%
GRAB vs GRMN
+18.5%
-40.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.3% |
| 7D | -10.8% | +2.4% | -13.2% | -11.3% |
| 30D | -15.5% | -8.5% | -7.1% | -14.0% |
| 3M | -9.0% | +19.5% | -28.4% | -14.0% |
| 6M | -21.6% | +21.2% | -42.8% | -26.5% |
| All | -21.6% | +18.5% | -40.1% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling