-18.4%
GRAB vs QS
-24.6%
+6.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | -10.8% | -3.6% | -7.2% | -10.5% |
| 30D | -15.5% | -17.2% | +1.7% | -13.9% |
| 3M | -9.0% | -27.0% | +18.0% | -6.4% |
| 6M | -21.6% | -24.6% | +3.0% | -19.9% |
| YTD | -38.9% | -49.3% | +10.5% | -35.5% |
| 1Y | -44.8% | -40.3% | -4.5% | -43.2% |
| 3Y | -18.4% | -23.8% | +5.4% | -21.8% |
| All | -18.4% | -24.6% | +6.1% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling