-52.7%
TEAM vs GRAB
-72.0%
+19.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -7.8% | -12.0% | +4.2% | -4.4% |
| 30D | +16.5% | -19.5% | +36.1% | +23.7% |
| 3M | +96.2% | -8.0% | +104.1% | +100.9% |
| 6M | +130.2% | -22.2% | +152.4% | +145.5% |
| YTD | +10.7% | -39.7% | +50.4% | +26.9% |
| 1Y | +3.0% | -43.2% | +46.2% | +19.2% |
| 3Y | -13.1% | -19.1% | +6.0% | -11.8% |
| 5Y | -52.7% | -72.0% | +19.3% | -51.2% |
| All | -52.7% | -72.0% | +19.3% | -51.2% |
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