-71.2%
GRAB vs P
+440.2%
-511.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -5.3% | +6.5% | -11.8% | -6.6% |
| 30D | -8.6% | +18.8% | -27.4% | -12.5% |
| 3M | -1.2% | +26.7% | -27.9% | -7.4% |
| 6M | -16.6% | +62.2% | -78.8% | -26.9% |
| YTD | -31.5% | +48.5% | -80.0% | -39.3% |
| 1Y | -32.3% | +26.4% | -58.7% | -38.8% |
| 3Y | -10.7% | +159.4% | -170.1% | -38.0% |
| 5Y | -67.9% | +275.8% | -343.7% | -80.7% |
| All | -71.2% | +440.2% | -511.5% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling