+126.1%
META vs GRAB
-72.8%
+198.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | -5.0% | +10.2% | +6.2% |
| 30D | -13.0% | +11.3% | -24.3% | -14.9% |
| 3M | +7.9% | -12.4% | +20.4% | +10.1% |
| 6M | +4.2% | -10.7% | +15.0% | +5.9% |
| YTD | -2.5% | -35.1% | +32.5% | +4.6% |
| 1Y | +5.6% | -41.5% | +47.1% | +15.3% |
| 3Y | +96.8% | -2.7% | +99.5% | +92.0% |
| 5Y | +90.0% | -80.2% | +170.3% | +94.0% |
| All | +126.1% | -72.8% | +198.8% | +133.3% |
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