-71.2%
GRAB vs M
+173.4%
-244.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | -5.3% | +4.7% | -10.0% | -5.9% |
| 30D | -8.6% | -9.6% | +1.1% | -7.3% |
| 3M | -1.2% | +0.9% | -2.0% | -1.6% |
| 6M | -16.6% | +22.3% | -38.9% | -19.3% |
| YTD | -31.5% | +6.5% | -38.0% | -32.6% |
| 1Y | -32.3% | +38.8% | -71.0% | -36.0% |
| 3Y | -10.7% | +115.9% | -126.6% | -24.2% |
| 5Y | -67.9% | +28.6% | -96.5% | -69.9% |
| All | -71.2% | +173.4% | -244.6% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling