-81.2%
PATH vs GRAB
-73.3%
-7.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.6% |
| 7D | -5.3% | +25.8% | -31.1% | -13.3% |
| 30D | -0.5% | +10.7% | -11.2% | -4.7% |
| 3M | -7.1% | -7.1% | -0.1% | -5.5% |
| 6M | +23.8% | -9.5% | +33.4% | +27.2% |
| YTD | -20.7% | -31.7% | +11.0% | -10.2% |
| 1Y | -8.1% | -39.4% | +31.4% | +8.5% |
| 3Y | -21.8% | +8.6% | -30.4% | -29.4% |
| 5Y | -76.8% | -71.4% | -5.4% | -73.8% |
| All | -81.2% | -73.3% | -7.8% | -76.4% |
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