-71.2%
GRAB vs TRU
-35.6%
-35.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.0% |
| 7D | -10.8% | -2.7% | -8.1% | -9.9% |
| 30D | -15.5% | -2.0% | -13.5% | -15.0% |
| 3M | -9.0% | +18.4% | -27.4% | -14.5% |
| 6M | -21.6% | +8.9% | -30.5% | -24.4% |
| YTD | -38.9% | -8.9% | -29.9% | -38.0% |
| 1Y | -44.8% | -15.9% | -29.0% | -42.9% |
| 3Y | -18.4% | -1.1% | -17.4% | -23.5% |
| All | -71.2% | -35.6% | -35.6% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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