-72.0%
GRAB vs P
+257.7%
-329.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.4% |
| 7D | -12.0% | -4.1% | -7.9% | -11.3% |
| 30D | -19.5% | -14.0% | -5.5% | -17.5% |
| 3M | -8.0% | +41.4% | -49.4% | -14.9% |
| 6M | -22.2% | +54.2% | -76.4% | -30.1% |
| YTD | -39.7% | +40.4% | -80.1% | -45.2% |
| 1Y | -43.2% | +16.0% | -59.2% | -47.1% |
| 3Y | -19.1% | +140.7% | -159.8% | -39.8% |
| 5Y | -72.0% | +256.3% | -328.3% | -79.7% |
| All | -72.0% | +257.7% | -329.7% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling