+16.8%
RF vs GRAB
-44.6%
+61.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | +0.4% | -6.9% | +7.2% | +1.2% |
| 30D | +5.6% | +8.7% | -3.2% | +4.3% |
| 3M | -8.9% | -10.2% | +1.4% | -7.1% |
| 6M | +7.1% | -11.0% | +18.1% | +9.3% |
| YTD | +8.3% | -35.1% | +43.4% | +14.0% |
| 1Y | +16.8% | -44.0% | +60.9% | +25.0% |
| All | +16.8% | -44.6% | +61.4% | +25.0% |
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