-74.4%
GRAB vs GRMN
+161.3%
-235.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -5.9% |
| 7D | -13.9% | -1.4% | -12.5% | -13.4% |
| 30D | -17.2% | -13.1% | -4.1% | -12.3% |
| 3M | -7.9% | +14.9% | -22.8% | -14.0% |
| 6M | -23.2% | +13.1% | -36.3% | -27.9% |
| YTD | -39.1% | +35.3% | -74.4% | -47.3% |
| 1Y | -42.5% | +16.0% | -58.5% | -47.2% |
| 3Y | -18.3% | +179.6% | -197.9% | -56.7% |
| 5Y | -71.7% | +75.0% | -146.7% | -83.5% |
| All | -74.4% | +161.3% | -235.7% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling