-74.3%
GRAB vs QS
-87.6%
+13.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | -10.8% | -3.6% | -7.2% | -10.2% |
| 30D | -15.5% | -17.2% | +1.7% | -12.8% |
| 3M | -9.0% | -27.0% | +18.0% | -4.7% |
| 6M | -21.6% | -24.6% | +3.0% | -19.0% |
| YTD | -38.9% | -49.3% | +10.5% | -32.9% |
| 1Y | -44.8% | -40.3% | -4.5% | -42.7% |
| 3Y | -18.4% | -23.8% | +5.4% | -29.7% |
| 5Y | -71.6% | -75.0% | +3.3% | -72.0% |
| All | -74.3% | -87.6% | +13.2% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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