-13.1%
GRAB vs P
+155.1%
-168.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.6% | -6.6% | -5.2% |
| 7D | -6.1% | +7.8% | -13.9% | -7.3% |
| 30D | -11.2% | +12.3% | -23.5% | -13.3% |
| 3M | -2.4% | +37.1% | -39.5% | -8.4% |
| 6M | -18.3% | +66.1% | -84.4% | -26.6% |
| YTD | -34.9% | +50.9% | -85.8% | -40.9% |
| 1Y | -37.4% | +27.2% | -64.6% | -42.1% |
| All | -13.1% | +155.1% | -168.2% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling