-74.3%
GRAB vs GWW
+220.6%
-294.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.2% |
| 7D | -10.8% | -3.4% | -7.5% | -10.2% |
| 30D | -15.5% | -1.9% | -13.6% | -15.2% |
| 3M | -9.0% | -2.4% | -6.6% | -8.6% |
| 6M | -21.6% | +15.7% | -37.3% | -24.0% |
| YTD | -38.9% | +27.6% | -66.5% | -42.1% |
| 1Y | -44.8% | +27.2% | -72.0% | -47.8% |
| 3Y | -18.4% | +89.7% | -108.1% | -29.4% |
| 5Y | -71.6% | +223.9% | -295.6% | -76.4% |
| All | -74.3% | +220.6% | -294.9% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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