+107.8%
META vs GRAB
-11.7%
+119.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.4% | +0.8% |
| 7D | +6.0% | -6.1% | +12.1% | +7.7% |
| 30D | +3.6% | -11.2% | +14.8% | +6.9% |
| 3M | +4.9% | -2.4% | +7.3% | +5.8% |
| 6M | -4.7% | -18.3% | +13.6% | 0.0% |
| YTD | -6.9% | -34.9% | +28.0% | +2.5% |
| 1Y | -18.2% | -37.4% | +19.2% | -9.5% |
| 3Y | +107.8% | -12.6% | +120.4% | +99.8% |
| All | +107.8% | -11.7% | +119.4% | +99.8% |
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