+410.3%
GS vs GRAB
-72.7%
+483.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.3% |
| 7D | +3.4% | -6.1% | +9.5% | +4.0% |
| 30D | +0.2% | -11.2% | +11.4% | +1.4% |
| 3M | -0.3% | -2.4% | +2.1% | -0.3% |
| 6M | +27.4% | -18.3% | +45.7% | +29.8% |
| YTD | +19.6% | -34.9% | +54.5% | +24.6% |
| 1Y | +42.5% | -37.4% | +79.9% | +48.7% |
| 3Y | +240.4% | -12.6% | +253.1% | +242.4% |
| 5Y | +188.9% | -69.7% | +258.6% | +187.8% |
| All | +410.3% | -72.7% | +483.0% | +421.2% |
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