-2.7%
GRAB vs M
+158.0%
-160.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -5.0% | +7.0% | -12.0% | -5.9% |
| 30D | +11.3% | +8.9% | +2.4% | +10.0% |
| 3M | -12.4% | +4.5% | -16.9% | -13.1% |
| 6M | -10.7% | +36.2% | -46.9% | -14.4% |
| YTD | -35.1% | +15.1% | -50.2% | -36.7% |
| 1Y | -41.5% | +27.4% | -69.0% | -43.7% |
| 3Y | -2.7% | +160.1% | -162.8% | -12.0% |
| All | -2.7% | +158.0% | -160.7% | -12.0% |
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