-71.2%
GRAB vs REPL
-71.5%
+0.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -5.3% | -3.0% | -2.3% | -5.2% |
| 30D | -8.6% | +27.1% | -35.7% | -9.4% |
| 3M | -1.2% | +52.4% | -53.5% | -4.4% |
| 6M | -16.6% | +107.4% | -124.0% | -23.4% |
| YTD | -31.5% | +54.7% | -86.2% | -36.2% |
| 1Y | -32.3% | +158.9% | -191.1% | -40.3% |
| 3Y | -10.7% | -23.7% | +13.0% | -21.6% |
| 5Y | -67.9% | -54.3% | -13.5% | -71.3% |
| All | -71.2% | -71.5% | +0.2% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling