-74.3%
GRAB vs ITW
+43.6%
-118.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | -10.8% | -0.7% | -10.1% | -10.5% |
| 30D | -15.5% | -8.3% | -7.2% | -12.0% |
| 3M | -9.0% | +6.0% | -15.0% | -11.5% |
| 6M | -21.6% | 0.0% | -21.6% | -21.8% |
| YTD | -38.9% | +10.2% | -49.1% | -42.2% |
| 1Y | -44.8% | +3.2% | -48.1% | -46.3% |
| 3Y | -18.4% | +21.0% | -39.4% | -28.4% |
| 5Y | -71.6% | +37.9% | -109.5% | -78.6% |
| All | -74.3% | +43.6% | -118.0% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling