+406.5%
GS vs GRAB
-74.4%
+480.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.7% | -0.1% |
| 7D | +2.4% | -13.9% | +16.3% | +4.0% |
| 30D | -0.1% | -17.2% | +17.1% | +1.9% |
| 3M | +0.2% | -7.9% | +8.1% | +0.8% |
| 6M | +24.8% | -23.2% | +48.0% | +28.0% |
| YTD | +18.8% | -39.1% | +57.8% | +24.5% |
| 1Y | +37.3% | -42.5% | +79.9% | +44.6% |
| 3Y | +237.9% | -18.3% | +256.2% | +242.2% |
| 5Y | +187.0% | -71.7% | +258.8% | +187.9% |
| All | +406.5% | -74.4% | +480.9% | +420.8% |
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