-54.9%
W vs GRAB
-72.8%
+17.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.2% | -5.0% | +5.1% | +2.3% |
| 30D | +6.8% | +11.3% | -4.5% | +2.0% |
| 3M | +10.7% | -12.4% | +23.1% | +15.6% |
| 6M | +86.3% | -10.7% | +97.1% | +93.7% |
| YTD | +11.5% | -35.1% | +46.5% | +31.0% |
| 1Y | +5.1% | -41.5% | +46.6% | +28.0% |
| 3Y | +171.0% | -2.7% | +173.7% | +154.5% |
| 5Y | -56.6% | -80.2% | +23.6% | -50.7% |
| All | -54.9% | -72.8% | +17.8% | -54.4% |
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