+70.2%
T vs GRAB
-72.7%
+142.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.3% |
| 7D | -1.5% | -6.1% | +4.5% | -1.5% |
| 30D | +7.6% | -11.2% | +18.8% | +7.7% |
| 3M | +15.3% | -2.4% | +17.7% | +15.3% |
| 6M | -8.5% | -18.3% | +9.9% | -8.3% |
| YTD | +6.8% | -34.9% | +41.6% | +7.3% |
| 1Y | -7.2% | -37.4% | +30.1% | -6.8% |
| 3Y | +108.2% | -12.6% | +120.9% | +107.0% |
| 5Y | +66.1% | -69.7% | +135.8% | +60.4% |
| All | +70.2% | -72.7% | +142.9% | +67.6% |
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