-41.9%
GRAB vs P
+19.7%
-61.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.0% | +12.7% | +8.0% |
| 7D | +22.2% | -19.4% | +41.5% | +24.0% |
| 30D | +6.0% | -22.3% | +28.3% | +7.9% |
| 3M | -9.7% | +33.2% | -42.9% | -13.6% |
| 6M | -7.2% | +53.6% | -60.8% | -13.5% |
| YTD | -32.7% | +66.8% | -99.5% | -38.6% |
| 1Y | -41.9% | +17.5% | -59.4% | -45.3% |
| All | -41.9% | +19.7% | -61.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling