-41.9%
GRAB vs GWRE
-24.5%
-17.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.9% | +1.7% | +6.9% |
| 7D | +22.2% | +2.2% | +20.0% | +21.8% |
| 30D | +6.0% | +4.5% | +1.5% | +5.2% |
| 3M | -9.7% | +6.4% | -16.1% | -11.5% |
| 6M | -7.2% | +18.8% | -26.0% | -10.7% |
| YTD | -32.7% | -15.1% | -17.5% | -29.5% |
| 1Y | -41.9% | -23.4% | -18.5% | -36.8% |
| All | -41.9% | -24.5% | -17.4% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling