+44.2%
LOW vs GRAB
-74.4%
+118.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.6% |
| 7D | -0.6% | -13.9% | +13.3% | +0.5% |
| 30D | -9.3% | -17.2% | +7.9% | -8.0% |
| 3M | -8.1% | -7.9% | -0.2% | -7.6% |
| 6M | -19.8% | -23.2% | +3.5% | -18.3% |
| YTD | -16.4% | -39.1% | +22.7% | -13.6% |
| 1Y | -24.7% | -42.5% | +17.9% | -22.1% |
| 3Y | -8.8% | -18.3% | +9.5% | -9.2% |
| 5Y | +7.8% | -71.7% | +79.5% | +6.1% |
| All | +44.2% | -74.4% | +118.6% | +39.9% |
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