+141.7%
QQQ vs GRAB
-74.7%
+216.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -1.3% | -12.0% | +10.7% | +0.4% |
| 30D | -1.4% | -19.5% | +18.2% | +1.4% |
| 3M | +2.3% | -8.0% | +10.2% | +3.2% |
| 6M | +16.9% | -22.2% | +39.1% | +20.4% |
| YTD | +15.6% | -39.7% | +55.3% | +22.9% |
| 1Y | +22.6% | -43.2% | +65.8% | +31.1% |
| 3Y | +93.5% | -19.1% | +112.6% | +95.1% |
| 5Y | +93.9% | -72.0% | +165.9% | +96.5% |
| All | +141.7% | -74.7% | +216.3% | +147.7% |
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