+129.2%
RF vs GRAB
-72.0%
+201.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.3% | -0.9% | -0.5% | -1.3% |
| 30D | +4.6% | +5.7% | -1.1% | +4.0% |
| 3M | -8.4% | -11.0% | +2.5% | -7.7% |
| 6M | +8.9% | -8.8% | +17.6% | +9.4% |
| YTD | +8.8% | -33.3% | +42.1% | +12.2% |
| 1Y | +18.9% | -43.4% | +62.3% | +24.3% |
| 3Y | +116.0% | +1.8% | +114.2% | +113.2% |
| 5Y | +46.0% | -80.5% | +126.5% | +43.4% |
| All | +129.2% | -72.0% | +201.2% | +131.5% |
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