-18.7%
GRAB vs M
+106.8%
-125.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.2% | -2.3% | -6.0% |
| 7D | -13.9% | -4.1% | -9.8% | -13.4% |
| 30D | -17.2% | -13.6% | -3.6% | -15.8% |
| 3M | -7.9% | -2.3% | -5.6% | -7.8% |
| 6M | -23.2% | +21.9% | -45.1% | -25.2% |
| YTD | -39.1% | -0.6% | -38.5% | -39.4% |
| 1Y | -42.5% | +29.7% | -72.3% | -44.6% |
| All | -18.7% | +106.8% | -125.5% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling