-62.7%
JD vs GRAB
-72.8%
+10.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.1% | -5.0% | +0.9% | -2.9% |
| 30D | +4.6% | +11.3% | -6.7% | +1.8% |
| 3M | -4.7% | -12.4% | +7.7% | -2.1% |
| 6M | -17.4% | -10.7% | -6.6% | -15.9% |
| YTD | +0.7% | -35.1% | +35.8% | +10.3% |
| 1Y | -5.9% | -41.5% | +35.6% | +5.6% |
| 3Y | +18.9% | -2.7% | +21.6% | +12.7% |
| 5Y | -62.9% | -80.2% | +17.3% | -61.4% |
| All | -62.7% | -72.8% | +10.1% | -62.1% |
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 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