-22.2%
GRAB vs QID
-28.4%
+6.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -0.3% |
| 7D | -12.0% | +2.7% | -14.7% | -11.2% |
| 30D | -19.5% | +3.3% | -22.8% | -18.5% |
| 3M | -8.0% | -5.5% | -2.4% | -9.4% |
| 6M | -22.2% | -28.4% | +6.2% | -33.4% |
| All | -22.2% | -28.4% | +6.1% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 6mo: compounded portfolio wealth divided by compounded QID 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…
6mo analysis · Full analysis span regression · 6 months rolling