+33.0%
QCOM vs GRAB
-72.8%
+105.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.7% |
| 7D | +13.0% | -6.9% | +19.9% | +14.2% |
| 30D | +0.2% | +8.7% | -8.6% | -1.4% |
| 3M | +9.2% | -10.2% | +19.5% | +10.6% |
| 6M | -15.0% | -11.0% | -4.0% | -14.1% |
| YTD | +5.2% | -35.1% | +40.2% | +11.5% |
| 1Y | +2.4% | -44.0% | +46.4% | +11.0% |
| 3Y | +52.0% | -0.9% | +52.9% | +49.1% |
| 5Y | +19.7% | -80.2% | +99.9% | +29.5% |
| All | +33.0% | -72.8% | +105.8% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling