-59.7%
W vs GRAB
-72.7%
+12.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +2.5% |
| 7D | +6.5% | -6.1% | +12.6% | +9.0% |
| 30D | -6.2% | -11.2% | +5.0% | -1.8% |
| 3M | +48.9% | -2.4% | +51.3% | +50.5% |
| 6M | +31.2% | -18.3% | +49.5% | +42.5% |
| YTD | -0.4% | -34.9% | +34.4% | +17.8% |
| 1Y | +14.8% | -37.4% | +52.2% | +36.2% |
| 3Y | +40.5% | -12.6% | +53.1% | +38.9% |
| 5Y | -62.1% | -69.7% | +7.6% | -59.6% |
| All | -59.7% | -72.7% | +12.9% | -59.0% |
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