+19.7%
GS vs GRAB
-39.6%
+59.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.7% | -4.1% | +1.9% |
| 7D | +0.3% | +22.2% | -21.9% | -3.9% |
| 30D | +3.9% | +6.0% | -2.1% | +2.5% |
| 3M | -11.4% | -9.7% | -1.8% | -9.1% |
| 6M | +3.7% | -7.2% | +10.9% | +4.8% |
| YTD | +7.1% | -32.7% | +39.8% | +18.0% |
| 1Y | +19.7% | -41.9% | +61.6% | +38.6% |
| All | +19.7% | -39.6% | +59.3% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 1y: compounded portfolio wealth divided by compounded GRAB 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…
1y analysis · Full analysis span regression · 6 months rolling