+207.5%
QLD vs GRAB
-72.0%
+279.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.8% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | -15.7% | +5.7% | -21.4% | -17.3% |
| 3M | -10.0% | -11.0% | +0.9% | -8.0% |
| 6M | -11.2% | -8.8% | -2.5% | -9.9% |
| YTD | +16.4% | -33.3% | +49.6% | +27.5% |
| 1Y | +12.7% | -43.4% | +56.0% | +28.7% |
| 3Y | +152.3% | +1.8% | +150.5% | +145.5% |
| 5Y | +91.8% | -80.5% | +172.2% | +115.4% |
| All | +207.5% | -72.0% | +279.5% | +223.4% |
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