+129.7%
RF vs GRAB
-71.8%
+201.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | +0.3% | +7.4% | -7.0% | -0.3% |
| 30D | +6.2% | +5.0% | +1.2% | +5.6% |
| 3M | -7.8% | -8.7% | +0.9% | -7.3% |
| 6M | +5.9% | -9.9% | +15.9% | +6.6% |
| YTD | +9.0% | -32.9% | +41.9% | +12.4% |
| 1Y | +19.3% | -43.2% | +62.5% | +24.6% |
| 3Y | +116.4% | +2.4% | +114.0% | +113.6% |
| 5Y | +46.0% | -77.9% | +123.9% | +43.3% |
| All | +129.7% | -71.8% | +201.5% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling