-59.5%
XYZ vs GRAB
-72.8%
+13.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.0% |
| 7D | -2.1% | -6.9% | +4.8% | +0.7% |
| 30D | +7.0% | +8.7% | -1.7% | +3.5% |
| 3M | +5.1% | -10.2% | +15.3% | +9.0% |
| 6M | +14.1% | -11.0% | +25.0% | +18.4% |
| YTD | +26.4% | -35.1% | +61.4% | +47.6% |
| 1Y | +25.1% | -44.0% | +69.1% | +54.4% |
| 3Y | +59.7% | -0.9% | +60.6% | +49.6% |
| 5Y | -63.8% | -80.2% | +16.4% | -54.5% |
| All | -59.5% | -72.8% | +13.3% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling