-74.3%
GRAB vs GSK
+65.9%
-140.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -10.8% | -3.5% | -7.3% | -10.6% |
| 30D | -15.5% | -3.4% | -12.1% | -15.3% |
| 3M | -9.0% | -8.1% | -0.8% | -8.4% |
| 6M | -21.6% | -11.1% | -10.5% | -21.0% |
| YTD | -38.9% | +0.7% | -39.6% | -38.8% |
| 1Y | -44.8% | +20.1% | -65.0% | -45.3% |
| 3Y | -18.4% | +46.1% | -64.6% | -20.1% |
| 5Y | -71.6% | +48.2% | -119.9% | -71.6% |
| All | -74.3% | +65.9% | -140.2% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling