+71.4%
IR vs GRAB
-71.2%
+142.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.8% | -5.3% | +2.4% | -2.2% |
| 30D | -15.1% | -8.6% | -6.6% | -14.3% |
| 3M | +6.1% | -1.2% | +7.2% | +6.0% |
| 6M | -16.8% | -16.6% | -0.2% | -15.3% |
| YTD | -3.5% | -31.5% | +27.9% | +0.1% |
| 1Y | -3.5% | -32.3% | +28.8% | 0.0% |
| 3Y | +9.5% | -10.7% | +20.2% | +8.8% |
| 5Y | +45.1% | -67.9% | +112.9% | +43.8% |
| All | +71.4% | -71.2% | +142.7% | +71.9% |
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 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