-71.2%
GRAB vs GTLB
-50.8%
-20.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.7% | -6.0% |
| 7D | -13.9% | -6.6% | -7.3% | -12.3% |
| 30D | -17.2% | +13.7% | -30.9% | -20.2% |
| 3M | -7.9% | +52.9% | -60.8% | -18.3% |
| 6M | -23.2% | +88.5% | -111.7% | -36.8% |
| YTD | -39.1% | +23.4% | -62.5% | -44.1% |
| 1Y | -42.5% | -3.8% | -38.7% | -44.0% |
| 3Y | -18.3% | -11.5% | -6.8% | -25.8% |
| All | -71.2% | -50.8% | -20.3% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling