-72.8%
GRAB vs P
+486.3%
-559.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -5.0% | +11.6% | -16.6% | -7.0% |
| 30D | +11.3% | -23.7% | +35.0% | +15.9% |
| 3M | -12.4% | -8.0% | -4.5% | -13.0% |
| 6M | -10.7% | +27.9% | -38.6% | -18.6% |
| YTD | -35.1% | +61.2% | -96.2% | -44.6% |
| 1Y | -41.5% | +28.6% | -70.1% | -48.3% |
| 3Y | -2.7% | +200.5% | -203.2% | -36.1% |
| 5Y | -80.2% | +282.9% | -363.2% | -88.3% |
| All | -72.8% | +486.3% | -559.0% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling