-18.4%
GRAB vs ITOT
+75.8%
-94.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.4% |
| 7D | -10.8% | -0.9% | -9.9% | -9.8% |
| 30D | -15.5% | -1.5% | -14.1% | -14.0% |
| 3M | -9.0% | +3.6% | -12.5% | -12.4% |
| 6M | -21.6% | +13.7% | -35.3% | -32.0% |
| YTD | -38.9% | +12.9% | -51.8% | -46.6% |
| 1Y | -44.8% | +17.2% | -62.0% | -53.5% |
| 3Y | -18.4% | +75.6% | -94.1% | -53.3% |
| All | -18.4% | +75.8% | -94.2% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling