+119.6%
RF vs GRAB
+1.8%
+117.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | -0.1% | +20.3% | -20.4% | -3.1% |
| 30D | +7.0% | +7.8% | -0.8% | +5.6% |
| 3M | -7.0% | -6.0% | -1.0% | -6.3% |
| 6M | +6.8% | -7.5% | +14.3% | +7.7% |
| YTD | +9.9% | -31.1% | +41.0% | +15.8% |
| 1Y | +21.1% | -38.1% | +59.3% | +29.7% |
| 3Y | +119.6% | +4.6% | +115.1% | +113.3% |
| All | +119.6% | +1.8% | +117.8% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling