+248.6%
JCI vs GRAB
-74.4%
+323.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.4% |
| 7D | +4.1% | -13.9% | +18.0% | +5.4% |
| 30D | -3.8% | -17.2% | +13.3% | -2.3% |
| 3M | -1.6% | -7.9% | +6.2% | -1.1% |
| 6M | +9.5% | -23.2% | +32.8% | +11.8% |
| YTD | +21.7% | -39.1% | +60.8% | +26.6% |
| 1Y | +37.1% | -42.5% | +79.7% | +43.1% |
| 3Y | +165.2% | -18.3% | +183.5% | +165.2% |
| 5Y | +110.3% | -71.7% | +182.0% | +109.9% |
| All | +248.6% | -74.4% | +323.0% | +258.5% |
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