+716.9%
LLY vs GRAB
-74.7%
+791.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -3.2% | -12.0% | +8.8% | -2.8% |
| 30D | -7.4% | -19.5% | +12.1% | -6.9% |
| 3M | -1.0% | -8.0% | +6.9% | -0.9% |
| 6M | +12.5% | -22.2% | +34.7% | +13.2% |
| YTD | +5.0% | -39.7% | +44.7% | +6.3% |
| 1Y | +49.8% | -43.2% | +93.0% | +51.8% |
| 3Y | +95.5% | -19.1% | +114.6% | +96.1% |
| 5Y | +390.7% | -72.0% | +462.7% | +394.7% |
| All | +716.9% | -74.7% | +791.6% | +741.5% |
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 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