+35.3%
W vs GRAB
-18.9%
+54.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.6% | +2.6% |
| 7D | +5.9% | -13.9% | +19.8% | +12.0% |
| 30D | -3.0% | -17.2% | +14.1% | +4.0% |
| 3M | +40.3% | -7.9% | +48.2% | +45.1% |
| 6M | +32.2% | -23.2% | +55.5% | +45.8% |
| YTD | -0.3% | -39.1% | +38.8% | +18.0% |
| 1Y | +16.2% | -42.5% | +58.7% | +38.4% |
| All | +35.3% | -18.9% | +54.2% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling