-62.2%
XYZ vs GRAB
-76.1%
+13.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.2% | -0.9% | -1.3% | -1.9% |
| 30D | +11.6% | +5.7% | +5.9% | +8.7% |
| 3M | +8.4% | -11.0% | +19.4% | +13.1% |
| 6M | +17.2% | -8.8% | +25.9% | +20.6% |
| YTD | +31.7% | -33.3% | +65.0% | +54.0% |
| 1Y | +30.1% | -43.4% | +73.4% | +62.6% |
| 3Y | +66.4% | +1.8% | +64.6% | +51.6% |
| 5Y | -62.2% | -80.5% | +18.3% | -58.2% |
| All | -62.2% | -76.1% | +13.9% | -58.2% |
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 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