+36.1%
JCI vs GRAB
-30.1%
+66.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | -5.3% | +9.1% | +4.3% |
| 30D | -5.7% | -8.6% | +2.9% | -4.9% |
| 3M | -1.4% | -1.2% | -0.2% | -1.5% |
| 6M | +4.1% | -16.6% | +20.7% | +5.2% |
| YTD | +21.7% | -31.5% | +53.2% | +24.2% |
| 1Y | +36.1% | -32.3% | +68.4% | +42.3% |
| All | +36.1% | -30.1% | +66.2% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling