-74.3%
GRAB vs JBL
+735.2%
-809.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | -0.3% |
| 7D | -10.8% | +2.4% | -13.2% | -11.6% |
| 30D | -15.5% | -13.1% | -2.4% | -11.7% |
| 3M | -9.0% | -15.6% | +6.6% | -4.7% |
| 6M | -21.6% | +24.6% | -46.2% | -29.4% |
| YTD | -38.9% | +39.6% | -78.5% | -47.7% |
| 1Y | -44.8% | +48.6% | -93.5% | -54.3% |
| 3Y | -18.4% | +197.3% | -215.7% | -52.5% |
| 5Y | -71.6% | +413.0% | -484.6% | -88.4% |
| All | -74.3% | +735.2% | -809.6% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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