+19.3%
RF vs GRAB
-42.0%
+61.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +0.3% | +7.4% | -7.0% | -0.6% |
| 30D | +6.2% | +5.0% | +1.2% | +5.5% |
| 3M | -7.8% | -8.7% | +0.9% | -6.3% |
| 6M | +5.9% | -9.9% | +15.9% | +8.1% |
| YTD | +9.0% | -32.9% | +41.9% | +14.2% |
| 1Y | +19.3% | -43.2% | +62.5% | +26.5% |
| All | +19.3% | -42.0% | +61.2% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling