-22.8%
LYB vs GRAB
-18.7%
-4.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.0% |
| 7D | +0.3% | -10.8% | +11.1% | +1.1% |
| 30D | +2.5% | -15.5% | +18.0% | +3.7% |
| 3M | +1.4% | -9.0% | +10.3% | +1.7% |
| 6M | -3.5% | -21.6% | +18.1% | -2.1% |
| YTD | +52.0% | -38.9% | +90.9% | +59.8% |
| 1Y | +22.1% | -44.8% | +66.9% | +30.1% |
| 3Y | -22.8% | -18.4% | -4.3% | -23.5% |
| All | -22.8% | -18.7% | -4.1% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling