-71.7%
GRAB vs M
+22.2%
-94.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.2% | -2.3% | -5.6% |
| 7D | -13.9% | -4.1% | -9.8% | -13.1% |
| 30D | -17.2% | -13.6% | -3.6% | -14.7% |
| 3M | -7.9% | -2.3% | -5.6% | -7.8% |
| 6M | -23.2% | +21.9% | -45.1% | -26.8% |
| YTD | -39.1% | -0.6% | -38.5% | -39.6% |
| 1Y | -42.5% | +29.7% | -72.3% | -46.4% |
| 3Y | -18.3% | +107.3% | -125.6% | -36.7% |
| 5Y | -71.7% | +20.5% | -92.2% | -74.3% |
| All | -71.7% | +22.2% | -94.0% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling