-74.4%
GRAB vs IT
+10.9%
-85.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.0% |
| 7D | -13.9% | -9.1% | -4.7% | -11.8% |
| 30D | -17.2% | -12.2% | -5.0% | -14.5% |
| 3M | -7.9% | +7.8% | -15.7% | -11.1% |
| 6M | -23.2% | +2.0% | -25.2% | -25.4% |
| YTD | -39.1% | -32.7% | -6.3% | -33.2% |
| 1Y | -42.5% | -31.1% | -11.4% | -37.9% |
| 3Y | -18.3% | -52.1% | +33.8% | -3.6% |
| 5Y | -71.7% | -46.3% | -25.4% | -70.1% |
| All | -74.4% | +10.9% | -85.4% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling