+951.3%
LLY vs GRAB
-72.8%
+1,024.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.7% | -5.0% | +11.7% | +6.9% |
| 30D | +19.6% | +11.3% | +8.2% | +19.2% |
| 3M | +19.7% | -12.4% | +32.1% | +20.1% |
| 6M | +42.7% | -10.7% | +53.5% | +43.0% |
| YTD | +35.1% | -35.1% | +70.2% | +36.5% |
| 1Y | +42.2% | -41.5% | +83.7% | +44.0% |
| 3Y | +140.8% | -2.7% | +143.5% | +140.7% |
| 5Y | +480.6% | -80.2% | +560.8% | +484.9% |
| All | +951.3% | -72.8% | +1,024.1% | +980.0% |
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