+63.7%
IR vs GRAB
-74.3%
+138.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -4.5% | -10.8% | +6.3% | -3.3% |
| 30D | -13.9% | -15.5% | +1.6% | -12.3% |
| 3M | -0.3% | -9.0% | +8.6% | +0.6% |
| 6M | -14.3% | -21.6% | +7.3% | -12.1% |
| YTD | -7.9% | -38.9% | +31.0% | -3.1% |
| 1Y | -9.9% | -44.8% | +35.0% | -4.5% |
| 3Y | +6.5% | -18.4% | +25.0% | +7.1% |
| 5Y | +34.0% | -71.6% | +105.7% | +34.6% |
| All | +63.7% | -74.3% | +138.1% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling