+218.7%
TPR vs GRAB
-71.6%
+290.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -2.2% |
| 7D | -7.3% | -13.9% | +6.6% | -4.9% |
| 30D | -30.7% | -17.2% | -13.6% | -28.6% |
| 3M | -21.6% | -7.9% | -13.7% | -20.8% |
| 6M | -21.3% | -23.2% | +1.9% | -18.1% |
| YTD | -10.2% | -39.1% | +28.9% | -3.0% |
| 1Y | +9.5% | -42.5% | +52.0% | +19.0% |
| 3Y | +280.8% | -18.3% | +299.1% | +282.7% |
| 5Y | +218.7% | -71.7% | +290.4% | +223.8% |
| All | +218.7% | -71.6% | +290.3% | +223.8% |
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