+189.5%
GS vs GRAB
-68.0%
+257.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | -5.3% | +6.2% | +1.6% |
| 30D | -1.6% | -8.6% | +7.0% | -0.6% |
| 3M | -4.5% | -1.2% | -3.3% | -4.6% |
| 6M | +20.9% | -16.6% | +37.5% | +23.1% |
| YTD | +19.9% | -31.5% | +51.4% | +24.7% |
| 1Y | +41.4% | -32.3% | +73.7% | +47.0% |
| 3Y | +239.2% | -10.7% | +249.9% | +239.8% |
| All | +189.5% | -68.0% | +257.5% | +181.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling