-20.7%
TEAM vs GRAB
-74.4%
+53.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +2.6% |
| 7D | -4.7% | -13.9% | +9.2% | -0.7% |
| 30D | +17.0% | -17.2% | +34.2% | +23.2% |
| 3M | +85.9% | -7.9% | +93.8% | +90.3% |
| 6M | +116.7% | -23.2% | +139.9% | +132.0% |
| YTD | +9.6% | -39.1% | +48.7% | +25.2% |
| 1Y | -2.5% | -42.5% | +40.0% | +12.4% |
| 3Y | -14.0% | -18.3% | +4.3% | -13.0% |
| 5Y | -53.1% | -71.7% | +18.6% | -49.3% |
| All | -20.7% | -74.4% | +53.8% | -12.5% |
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