+230.7%
QLD vs GRAB
-74.7%
+305.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -2.6% | -12.0% | +9.4% | +0.6% |
| 30D | -3.3% | -19.5% | +16.3% | +2.2% |
| 3M | +1.8% | -8.0% | +9.8% | +3.7% |
| 6M | +29.7% | -22.2% | +51.9% | +38.1% |
| YTD | +25.1% | -39.7% | +64.8% | +41.7% |
| 1Y | +37.1% | -43.2% | +80.3% | +57.5% |
| 3Y | +176.3% | -19.1% | +195.4% | +185.6% |
| 5Y | +121.0% | -72.0% | +193.0% | +134.6% |
| All | +230.7% | -74.7% | +305.3% | +259.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling