-75.4%
GRAB vs PL
+45.6%
-121.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | +7.4% | +5.6% | +1.7% | +5.8% |
| 30D | +5.0% | -16.9% | +22.0% | +7.6% |
| 3M | -8.7% | -38.2% | +29.5% | -2.1% |
| 6M | -9.9% | -63.4% | +53.5% | +3.5% |
| YTD | -32.9% | -27.6% | -5.2% | -34.6% |
| 1Y | -43.2% | +6.6% | -49.8% | -49.5% |
| 3Y | +2.4% | +557.6% | -555.2% | -49.2% |
| 5Y | -77.9% | +39.5% | -117.4% | -84.8% |
| All | -75.4% | +45.6% | -121.0% | -82.9% |
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