+473.4%
LLY vs GRAB
-80.8%
+554.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.6% |
| 7D | +4.6% | -6.9% | +11.5% | +4.8% |
| 30D | +22.4% | +8.7% | +13.6% | +22.0% |
| 3M | +17.1% | -10.2% | +27.4% | +17.4% |
| 6M | +44.6% | -11.0% | +55.6% | +45.0% |
| YTD | +33.5% | -35.1% | +68.5% | +35.1% |
| 1Y | +41.1% | -44.0% | +85.2% | +43.5% |
| 3Y | +143.8% | -0.9% | +144.7% | +143.6% |
| 5Y | +473.4% | -80.2% | +553.6% | +470.5% |
| All | +473.4% | -80.8% | +554.2% | +470.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling