-77.7%
GRAB vs PL
+75.7%
-153.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.1% | -5.9% |
| 7D | -13.9% | -13.9% | 0.0% | -11.7% |
| 30D | -17.2% | -25.5% | +8.3% | -13.0% |
| 3M | -7.9% | -44.8% | +36.9% | +0.9% |
| 6M | -23.2% | -33.3% | +10.1% | -21.8% |
| YTD | -39.1% | -12.7% | -26.4% | -41.8% |
| 1Y | -42.5% | +90.9% | -133.4% | -54.1% |
| 3Y | -18.3% | +528.5% | -546.7% | -57.5% |
| 5Y | -71.7% | +72.7% | -144.4% | -80.5% |
| All | -77.7% | +75.7% | -153.4% | -84.8% |
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