+131.0%
RF vs GRAB
-72.8%
+203.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | -5.0% | +6.9% | +2.4% |
| 30D | +7.3% | +11.3% | -4.0% | +6.2% |
| 3M | -7.9% | -12.4% | +4.5% | -7.0% |
| 6M | +10.5% | -10.7% | +21.3% | +11.3% |
| YTD | +9.6% | -35.1% | +44.7% | +13.3% |
| 1Y | +20.3% | -41.5% | +61.8% | +25.4% |
| 3Y | +119.5% | -2.7% | +122.2% | +117.5% |
| 5Y | +48.2% | -80.2% | +128.4% | +45.8% |
| All | +131.0% | -72.8% | +203.7% | +133.8% |
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