+139.2%
RF vs GRAB
-74.4%
+213.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | 0.0% |
| 7D | -0.1% | -13.9% | +13.7% | +1.2% |
| 30D | -4.0% | -17.2% | +13.1% | -2.4% |
| 3M | +5.6% | -7.9% | +13.4% | +6.2% |
| 6M | +13.1% | -23.2% | +36.3% | +15.6% |
| YTD | +13.6% | -39.1% | +52.6% | +18.3% |
| 1Y | +16.0% | -42.5% | +58.5% | +21.1% |
| 3Y | +90.2% | -18.3% | +108.5% | +91.2% |
| 5Y | +87.0% | -71.7% | +158.7% | +84.5% |
| All | +139.2% | -74.4% | +213.7% | +144.1% |
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