+16.0%
RF vs GRAB
-41.1%
+57.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.3% |
| 7D | -0.1% | -13.9% | +13.7% | +2.0% |
| 30D | -4.0% | -17.2% | +13.1% | -1.5% |
| 3M | +5.6% | -7.9% | +13.4% | +6.7% |
| 6M | +13.1% | -23.2% | +36.3% | +16.8% |
| YTD | +13.6% | -39.1% | +52.6% | +19.3% |
| 1Y | +16.0% | -42.5% | +58.5% | +24.6% |
| All | +16.0% | -41.1% | +57.0% | +24.6% |
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 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