-21.4%
GRAB vs GTLB
+90.7%
-112.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.7% | -6.3% |
| 7D | -13.9% | -6.6% | -7.3% | -13.2% |
| 30D | -17.2% | +13.7% | -30.9% | -18.0% |
| 3M | -7.9% | +52.9% | -60.8% | -10.8% |
| All | -21.4% | +90.7% | -112.1% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling