+116.3%
IBM vs GRAB
-72.0%
+188.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -0.3% | -12.0% | +11.7% | +0.3% |
| 30D | -1.8% | -19.5% | +17.7% | -0.8% |
| 3M | -13.5% | -8.0% | -5.5% | -13.0% |
| 6M | -5.1% | -22.2% | +17.1% | -3.9% |
| YTD | -19.4% | -39.7% | +20.3% | -17.7% |
| 1Y | -6.5% | -43.2% | +36.7% | -4.4% |
| 3Y | +73.8% | -19.1% | +92.9% | +76.2% |
| 5Y | +116.3% | -72.0% | +188.3% | +125.8% |
| All | +116.3% | -72.0% | +188.3% | +125.8% |
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 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