+251.2%
JCI vs GRAB
-74.3%
+325.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | +0.7% | -10.8% | +11.6% | +1.7% |
| 30D | -4.4% | -15.5% | +11.1% | -3.1% |
| 3M | +1.7% | -9.0% | +10.6% | +2.3% |
| 6M | +8.8% | -21.6% | +30.4% | +10.9% |
| YTD | +22.6% | -38.9% | +61.5% | +27.6% |
| 1Y | +36.2% | -44.8% | +81.1% | +42.7% |
| 3Y | +168.0% | -18.4% | +186.5% | +168.1% |
| 5Y | +113.5% | -71.6% | +185.1% | +113.0% |
| All | +251.2% | -74.3% | +325.6% | +261.1% |
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