+242.1%
JPM vs GRAB
-74.4%
+316.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.8% |
| 7D | -0.4% | -13.9% | +13.5% | +0.6% |
| 30D | -1.4% | -17.2% | +15.8% | -0.1% |
| 3M | +13.9% | -7.9% | +21.8% | +14.4% |
| 6M | +23.5% | -23.2% | +46.8% | +25.7% |
| YTD | +11.6% | -39.1% | +50.7% | +15.4% |
| 1Y | +21.4% | -42.5% | +63.9% | +25.8% |
| 3Y | +163.4% | -18.3% | +181.7% | +165.6% |
| 5Y | +152.5% | -71.7% | +224.2% | +149.6% |
| All | +242.1% | -74.4% | +316.5% | +248.4% |
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