-74.3%
GRAB vs M
+161.9%
-236.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +0.2% |
| 7D | -10.8% | -4.2% | -6.6% | -10.3% |
| 30D | -15.5% | -7.2% | -8.3% | -14.6% |
| 3M | -9.0% | -11.1% | +2.2% | -7.7% |
| 6M | -21.6% | +28.8% | -50.4% | -24.7% |
| YTD | -38.9% | +2.0% | -40.9% | -39.5% |
| 1Y | -44.8% | +31.3% | -76.1% | -47.5% |
| 3Y | -18.4% | +119.1% | -137.5% | -31.0% |
| 5Y | -71.6% | +29.7% | -101.3% | -73.1% |
| All | -74.3% | +161.9% | -236.2% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling