+16.1%
JPM vs GRAB
-39.6%
+55.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +3.2% |
| 7D | +3.8% | +22.2% | -18.4% | +1.3% |
| 30D | +6.5% | +6.0% | +0.5% | +5.6% |
| 3M | -1.0% | -9.7% | +8.7% | +0.8% |
| 6M | +15.5% | -7.2% | +22.7% | +16.9% |
| YTD | +11.4% | -32.7% | +44.0% | +20.5% |
| 1Y | +16.1% | -41.9% | +58.0% | +29.8% |
| All | +16.1% | -39.6% | +55.7% | +29.8% |
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