+37.3%
GS vs GRAB
-41.1%
+78.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.7% | +0.7% |
| 7D | +2.4% | -13.9% | +16.3% | +5.7% |
| 30D | -0.1% | -17.2% | +17.1% | +4.0% |
| 3M | +0.2% | -7.9% | +8.1% | +0.7% |
| 6M | +24.8% | -23.2% | +48.0% | +31.3% |
| YTD | +18.8% | -39.1% | +57.8% | +30.8% |
| 1Y | +37.3% | -42.5% | +79.9% | +53.5% |
| All | +37.3% | -41.1% | +78.4% | +53.5% |
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