-18.4%
GRAB vs GTLB
-10.9%
-7.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -10.8% | -5.7% | -5.1% | -10.0% |
| 30D | -15.5% | +15.1% | -30.7% | -17.5% |
| 3M | -9.0% | +65.5% | -74.4% | -16.1% |
| 6M | -21.6% | +102.9% | -124.5% | -30.6% |
| YTD | -38.9% | +25.2% | -64.1% | -41.6% |
| 1Y | -44.8% | -5.5% | -39.3% | -45.0% |
| 3Y | -18.4% | -10.9% | -7.6% | -20.5% |
| All | -18.4% | -10.9% | -7.5% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling