-76.2%
GRAB vs PL
+40.9%
-117.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -5.0% | +10.0% | -15.0% | -6.6% |
| 30D | +11.3% | -2.3% | +13.6% | +11.0% |
| 3M | -12.4% | -44.2% | +31.8% | -4.5% |
| 6M | -10.7% | -66.1% | +55.4% | +4.0% |
| YTD | -35.1% | -30.0% | -5.1% | -36.4% |
| 1Y | -41.5% | +21.0% | -62.6% | -49.3% |
| 3Y | -2.7% | +516.5% | -519.2% | -51.0% |
| 5Y | -80.2% | +32.0% | -112.2% | -85.8% |
| All | -76.2% | +40.9% | -117.1% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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