-74.3%
GRAB vs IT
+17.4%
-91.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -3.9% | 0.0% |
| 7D | -10.8% | -3.7% | -7.2% | -10.0% |
| 30D | -15.5% | +0.1% | -15.6% | -15.7% |
| 3M | -9.0% | +20.7% | -29.6% | -14.8% |
| 6M | -21.6% | +12.0% | -33.6% | -25.8% |
| YTD | -38.9% | -28.8% | -10.1% | -34.0% |
| 1Y | -44.8% | -25.5% | -19.3% | -41.7% |
| 3Y | -18.4% | -48.8% | +30.3% | -5.7% |
| 5Y | -71.6% | -42.7% | -28.9% | -70.5% |
| All | -74.3% | +17.4% | -91.8% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling