-68.9%
U vs GRAB
-72.0%
+3.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | 0.0% | -12.0% | +12.0% | +6.2% |
| 30D | -4.1% | -19.5% | +15.4% | +6.1% |
| 3M | +57.8% | -8.0% | +65.8% | +62.7% |
| 6M | +103.5% | -22.2% | +125.8% | +127.1% |
| YTD | -4.8% | -39.7% | +34.9% | +21.3% |
| 1Y | -2.4% | -43.2% | +40.8% | +27.4% |
| 3Y | +11.7% | -19.1% | +30.7% | +15.2% |
| 5Y | -68.9% | -72.0% | +3.1% | -65.3% |
| All | -68.9% | -72.0% | +3.1% | -65.3% |
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 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