-74.7%
GRAB vs QS
-87.8%
+13.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -12.0% | -5.0% | -7.0% | -11.2% |
| 30D | -19.5% | -18.3% | -1.2% | -16.7% |
| 3M | -8.0% | -26.0% | +18.0% | -3.8% |
| 6M | -22.2% | -24.0% | +1.8% | -19.8% |
| YTD | -39.7% | -50.3% | +10.6% | -33.5% |
| 1Y | -43.2% | -38.0% | -5.2% | -41.4% |
| 3Y | -19.1% | -24.6% | +5.5% | -30.1% |
| 5Y | -72.0% | -75.4% | +3.4% | -72.3% |
| All | -74.7% | -87.8% | +13.1% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling