-71.2%
GRAB vs RUN
-81.0%
+9.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -10.8% | -3.7% | -7.1% | -10.3% |
| 30D | -15.5% | -13.0% | -2.5% | -13.8% |
| 3M | -9.0% | -31.8% | +22.8% | -4.2% |
| 6M | -21.6% | -32.2% | +10.6% | -18.1% |
| YTD | -38.9% | -53.5% | +14.6% | -33.9% |
| 1Y | -44.8% | -46.5% | +1.7% | -42.0% |
| 3Y | -18.4% | -37.6% | +19.2% | -33.4% |
| All | -71.2% | -81.0% | +9.8% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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