-41.9%
GRAB vs IT
-17.9%
-24.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.5% | +6.2% | +7.6% |
| 7D | +22.2% | -5.5% | +27.6% | +22.0% |
| 30D | +6.0% | +10.3% | -4.4% | +4.5% |
| 3M | -9.7% | +11.5% | -21.2% | -11.2% |
| 6M | -7.2% | +40.3% | -47.5% | -10.6% |
| YTD | -32.7% | -17.9% | -14.8% | -37.6% |
| 1Y | -41.9% | -8.8% | -33.1% | -44.3% |
| All | -41.9% | -17.9% | -24.0% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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