+39.5%
O vs GRAB
-72.7%
+112.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | -0.2% |
| 7D | -0.6% | -6.1% | +5.5% | -0.4% |
| 30D | -2.0% | -11.2% | +9.2% | -1.6% |
| 3M | +3.0% | -2.4% | +5.4% | +3.0% |
| 6M | -3.6% | -18.3% | +14.7% | -3.1% |
| YTD | +12.1% | -34.9% | +46.9% | +13.5% |
| 1Y | +8.9% | -37.4% | +46.3% | +10.3% |
| 3Y | +30.3% | -12.6% | +43.0% | +29.7% |
| 5Y | +13.7% | -69.7% | +83.5% | +12.8% |
| All | +39.5% | -72.7% | +112.1% | +38.9% |
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