-74.3%
GRAB vs QSR
+64.0%
-138.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -10.8% | -4.0% | -6.8% | -9.4% |
| 30D | -15.5% | +2.8% | -18.3% | -16.4% |
| 3M | -9.0% | +5.1% | -14.0% | -10.9% |
| 6M | -21.6% | +8.8% | -30.4% | -24.8% |
| YTD | -38.9% | +14.8% | -53.7% | -42.8% |
| 1Y | -44.8% | +25.7% | -70.6% | -50.6% |
| 3Y | -18.4% | +27.5% | -46.0% | -28.7% |
| 5Y | -71.6% | +41.3% | -112.9% | -78.0% |
| All | -74.3% | +64.0% | -138.3% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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