-75.6%
PATH vs GRAB
-80.8%
+5.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | +0.7% | -6.9% | +7.6% | +3.3% |
| 30D | -1.1% | +8.7% | -9.9% | -4.7% |
| 3M | -14.2% | -10.2% | -3.9% | -11.5% |
| 6M | +30.9% | -11.0% | +41.9% | +35.3% |
| YTD | -20.1% | -35.1% | +15.0% | -7.5% |
| 1Y | -8.1% | -44.0% | +36.0% | +12.3% |
| 3Y | -24.3% | -0.9% | -23.4% | -29.6% |
| 5Y | -75.6% | -80.2% | +4.6% | -70.1% |
| All | -75.6% | -80.8% | +5.2% | -70.1% |
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