-61.8%
W vs GRAB
-71.7%
+9.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.6% | +2.9% |
| 7D | +5.9% | -13.9% | +19.8% | +12.5% |
| 30D | -3.0% | -17.2% | +14.1% | +4.7% |
| 3M | +40.3% | -7.9% | +48.2% | +45.3% |
| 6M | +32.2% | -23.2% | +55.5% | +48.0% |
| YTD | -0.3% | -39.1% | +38.8% | +22.5% |
| 1Y | +16.2% | -42.5% | +58.7% | +44.2% |
| 3Y | +40.7% | -18.3% | +59.0% | +42.0% |
| All | -61.8% | -71.7% | +9.9% | -59.6% |
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