+193.9%
QLD vs GRAB
-71.8%
+265.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.5% |
| 7D | -3.8% | +7.4% | -11.2% | -5.8% |
| 30D | -20.5% | +5.0% | -25.6% | -21.9% |
| 3M | -14.6% | -8.7% | -5.9% | -13.3% |
| 6M | -14.7% | -9.9% | -4.7% | -13.1% |
| YTD | +11.2% | -32.9% | +44.1% | +21.7% |
| 1Y | +7.1% | -43.2% | +50.3% | +22.3% |
| 3Y | +141.1% | +2.4% | +138.7% | +134.3% |
| 5Y | +84.3% | -77.9% | +162.2% | +102.9% |
| All | +193.9% | -71.8% | +265.7% | +208.6% |
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