-41.9%
GRAB vs ITW
+24.0%
-66.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.3% | +7.0% |
| 7D | +22.2% | +6.3% | +15.9% | +20.3% |
| 30D | +6.0% | +11.1% | -5.1% | +3.3% |
| 3M | -9.7% | +0.1% | -9.8% | -10.3% |
| 6M | -7.2% | +18.1% | -25.3% | -9.9% |
| YTD | -32.7% | +21.4% | -54.1% | -33.2% |
| 1Y | -41.9% | +22.9% | -64.8% | -41.3% |
| All | -41.9% | +24.0% | -66.0% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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