-72.0%
GRAB vs REPL
-58.5%
-13.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.4% | +7.4% | -0.7% |
| 7D | -12.0% | -13.4% | +1.4% | -11.6% |
| 30D | -19.5% | -3.0% | -16.5% | -19.5% |
| 3M | -8.0% | +56.3% | -64.3% | -10.5% |
| 6M | -22.2% | +60.9% | -83.1% | -26.6% |
| YTD | -39.7% | +36.2% | -75.9% | -42.8% |
| 1Y | -43.2% | +121.0% | -164.2% | -48.3% |
| 3Y | -19.1% | -32.8% | +13.7% | -24.6% |
| 5Y | -72.0% | -58.7% | -13.3% | -75.4% |
| All | -72.0% | -58.5% | -13.5% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling