-72.0%
GRAB vs ROIV
+310.6%
-382.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -12.0% | +19.0% | -31.0% | -15.1% |
| 30D | -19.5% | +16.1% | -35.7% | -22.1% |
| 3M | -8.0% | +44.1% | -52.1% | -14.7% |
| 6M | -22.2% | +37.8% | -60.1% | -27.6% |
| YTD | -39.7% | +88.7% | -128.3% | -47.4% |
| 1Y | -43.2% | +197.3% | -240.5% | -54.8% |
| 3Y | -19.1% | +224.9% | -244.0% | -38.4% |
| 5Y | -72.0% | +311.0% | -383.0% | -82.1% |
| All | -72.0% | +310.6% | -382.6% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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