+32.6%
NET vs GRAB
-71.5%
+104.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -5.5% |
| 7D | -16.4% | +22.2% | -38.5% | -22.9% |
| 30D | -25.8% | +6.0% | -31.8% | -27.9% |
| 3M | -11.5% | -9.7% | -1.9% | -9.3% |
| 6M | +18.9% | -7.2% | +26.1% | +20.3% |
| YTD | +35.2% | -32.7% | +67.9% | +54.4% |
| 1Y | +14.5% | -41.9% | +56.4% | +38.4% |
| 3Y | +313.8% | +6.3% | +307.5% | +275.8% |
| 5Y | +32.6% | -71.6% | +104.2% | +32.5% |
| All | +32.6% | -71.5% | +104.0% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling