+349.8%
GS vs GRAB
-72.8%
+422.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | +5.1% | -6.9% | +12.0% | +5.9% |
| 30D | +2.4% | +8.7% | -6.3% | +1.4% |
| 3M | -11.5% | -10.2% | -1.2% | -10.7% |
| 6M | -2.5% | -11.0% | +8.5% | -1.7% |
| YTD | +5.5% | -35.1% | +40.5% | +9.6% |
| 1Y | +11.0% | -44.0% | +55.1% | +17.1% |
| 3Y | +200.1% | -0.9% | +201.0% | +198.7% |
| 5Y | +154.7% | -80.2% | +234.9% | +154.9% |
| All | +349.8% | -72.8% | +422.5% | +358.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling