-74.7%
GRAB vs GSK
+65.8%
-140.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | -12.0% | -5.4% | -6.6% | -11.6% |
| 30D | -19.5% | -4.6% | -14.9% | -19.2% |
| 3M | -8.0% | -5.1% | -2.8% | -7.7% |
| 6M | -22.2% | -11.4% | -10.8% | -21.6% |
| YTD | -39.7% | +0.7% | -40.4% | -39.6% |
| 1Y | -43.2% | +23.0% | -66.2% | -43.7% |
| 3Y | -19.1% | +48.0% | -67.1% | -20.8% |
| 5Y | -72.0% | +48.2% | -120.2% | -72.0% |
| All | -74.7% | +65.8% | -140.5% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling