+346.2%
GS vs GRAB
-71.1%
+417.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.6% |
| 7D | +0.8% | +20.3% | -19.4% | -1.2% |
| 30D | +1.2% | +7.8% | -6.6% | +0.3% |
| 3M | -12.4% | -6.0% | -6.4% | -12.1% |
| 6M | -2.3% | -7.5% | +5.2% | -2.0% |
| YTD | +4.6% | -31.1% | +35.7% | +8.1% |
| 1Y | +17.5% | -38.1% | +55.6% | +22.6% |
| 3Y | +202.0% | +4.6% | +197.5% | +198.9% |
| 5Y | +152.4% | -77.9% | +230.3% | +150.9% |
| All | +346.2% | -71.1% | +417.2% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling