+228.2%
TER vs GRAB
-71.6%
+299.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.5% | +9.6% | +4.3% |
| 7D | +12.4% | -13.9% | +26.2% | +15.3% |
| 30D | +5.1% | -17.2% | +22.3% | +8.6% |
| 3M | +4.0% | -7.9% | +11.8% | +4.9% |
| 6M | +29.5% | -23.2% | +52.8% | +35.3% |
| YTD | +98.5% | -39.1% | +137.5% | +115.9% |
| 1Y | +234.1% | -42.5% | +276.6% | +267.4% |
| 3Y | +289.0% | -18.3% | +307.3% | +295.1% |
| 5Y | +228.2% | -71.7% | +299.9% | +217.7% |
| All | +228.2% | -71.6% | +299.8% | +217.7% |
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