+216.8%
TER vs GRAB
-71.2%
+288.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | -5.3% | +5.9% | +1.7% |
| 30D | -8.3% | -8.6% | +0.3% | -6.8% |
| 3M | -12.2% | -1.2% | -11.1% | -12.3% |
| 6M | +17.1% | -16.6% | +33.7% | +20.6% |
| YTD | +84.7% | -31.5% | +116.1% | +96.8% |
| 1Y | +199.9% | -32.3% | +232.2% | +220.5% |
| 3Y | +232.8% | -10.7% | +243.5% | +232.2% |
| 5Y | +198.6% | -67.9% | +266.4% | +202.5% |
| All | +216.8% | -71.2% | +288.1% | +219.3% |
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