-68.4%
XYZ vs GRAB
-71.6%
+3.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | +1.7% |
| 7D | -3.7% | -13.9% | +10.2% | +2.0% |
| 30D | +0.5% | -17.2% | +17.7% | +8.1% |
| 3M | +16.3% | -7.9% | +24.1% | +19.8% |
| 6M | +21.1% | -23.2% | +44.4% | +33.8% |
| YTD | +22.0% | -39.1% | +61.1% | +46.9% |
| 1Y | +5.2% | -42.5% | +47.7% | +28.6% |
| 3Y | +49.6% | -18.3% | +67.9% | +51.8% |
| 5Y | -68.4% | -71.7% | +3.3% | -68.4% |
| All | -68.4% | -71.6% | +3.2% | -68.4% |
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 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