+143.5%
RF vs GRAB
-71.2%
+214.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.3% | -5.3% | +6.6% | +1.8% |
| 30D | -3.6% | -8.6% | +4.9% | -2.9% |
| 3M | +8.1% | -1.2% | +9.2% | +8.1% |
| 6M | +11.5% | -16.6% | +28.1% | +13.1% |
| YTD | +15.6% | -31.5% | +47.0% | +19.1% |
| 1Y | +15.7% | -32.3% | +48.0% | +19.1% |
| 3Y | +86.9% | -10.7% | +97.6% | +86.3% |
| 5Y | +89.8% | -67.9% | +157.7% | +85.3% |
| All | +143.5% | -71.2% | +214.7% | +145.8% |
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