+268.8%
NET vs GRAB
-71.7%
+340.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -5.5% |
| 7D | -16.4% | +22.2% | -38.5% | -23.0% |
| 30D | -25.8% | +6.0% | -31.8% | -28.0% |
| 3M | -11.5% | -9.7% | -1.9% | -9.3% |
| 6M | +18.9% | -7.2% | +26.1% | +20.2% |
| YTD | +35.2% | -32.7% | +67.9% | +54.6% |
| 1Y | +14.5% | -41.9% | +56.4% | +38.7% |
| 3Y | +313.8% | +6.3% | +307.5% | +274.8% |
| 5Y | +32.6% | -71.6% | +104.2% | +56.2% |
| All | +268.8% | -71.7% | +340.5% | +303.2% |
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