+115.0%
META vs GRAB
-71.3%
+186.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | -0.8% | +25.8% | -26.6% | -5.1% |
| 30D | -15.4% | +10.7% | -26.1% | -17.2% |
| 3M | +3.5% | -7.1% | +10.6% | +4.4% |
| 6M | -0.3% | -9.5% | +9.3% | +1.0% |
| YTD | -7.3% | -31.7% | +24.3% | -1.5% |
| 1Y | -1.1% | -39.4% | +38.3% | +7.3% |
| 3Y | +95.1% | +8.6% | +86.5% | +86.6% |
| 5Y | +80.6% | -71.4% | +152.0% | +79.3% |
| All | +115.0% | -71.3% | +186.3% | +119.7% |
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