+89.8%
RF vs GRAB
-69.6%
+159.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -0.7% |
| 7D | +2.7% | -6.1% | +8.7% | +3.3% |
| 30D | -3.4% | -11.2% | +7.8% | -2.2% |
| 3M | +6.4% | -2.4% | +8.8% | +6.5% |
| 6M | +13.4% | -18.3% | +31.7% | +15.5% |
| YTD | +14.2% | -34.9% | +49.1% | +18.7% |
| 1Y | +15.7% | -37.4% | +53.1% | +20.4% |
| 3Y | +91.3% | -12.6% | +104.0% | +91.1% |
| 5Y | +89.8% | -69.7% | +159.5% | +87.0% |
| All | +89.8% | -69.6% | +159.4% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling