+17.2%
O vs GRAB
-72.0%
+89.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -3.5% | -12.0% | +8.5% | -3.1% |
| 30D | -3.3% | -19.5% | +16.2% | -2.6% |
| 3M | -2.8% | -8.0% | +5.1% | -2.6% |
| 6M | -5.8% | -22.2% | +16.5% | -5.0% |
| YTD | +9.4% | -39.7% | +49.1% | +11.3% |
| 1Y | +5.7% | -43.2% | +48.9% | +7.7% |
| 3Y | +27.2% | -19.1% | +46.3% | +26.8% |
| 5Y | +17.2% | -72.0% | +89.2% | +15.7% |
| All | +17.2% | -72.0% | +89.2% | +15.7% |
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 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