+34.3%
IR vs GRAB
-72.0%
+106.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -3.1% | -12.0% | +8.9% | -1.6% |
| 30D | -14.0% | -19.5% | +5.5% | -11.7% |
| 3M | +3.7% | -8.0% | +11.7% | +4.6% |
| 6M | -15.4% | -22.2% | +6.8% | -12.9% |
| YTD | -7.7% | -39.7% | +32.0% | -2.4% |
| 1Y | -8.8% | -43.2% | +34.4% | -3.2% |
| 3Y | +5.6% | -19.1% | +24.7% | +6.2% |
| 5Y | +34.3% | -72.0% | +106.3% | +30.9% |
| All | +34.3% | -72.0% | +106.3% | +30.9% |
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 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