+150.4%
IBM vs GRAB
-71.2%
+221.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -5.3% | +5.0% | -0.1% |
| 30D | +0.3% | -8.6% | +8.8% | +0.6% |
| 3M | -21.6% | -1.2% | -20.4% | -21.5% |
| 6M | -4.7% | -16.6% | +11.9% | -4.2% |
| YTD | -19.1% | -31.5% | +12.4% | -18.3% |
| 1Y | -2.5% | -32.3% | +29.8% | -1.5% |
| 3Y | +74.2% | -10.7% | +84.9% | +75.6% |
| 5Y | +113.1% | -67.9% | +181.0% | +109.8% |
| All | +150.4% | -71.2% | +221.6% | +146.6% |
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