+138.7%
DAL vs GRAB
-71.1%
+209.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +5.1% |
| 7D | +10.0% | +20.3% | -10.2% | +6.7% |
| 30D | +12.0% | +7.8% | +4.2% | +10.5% |
| 3M | +0.8% | -6.0% | +6.8% | +1.5% |
| 6M | +26.2% | -7.5% | +33.7% | +27.2% |
| YTD | +33.7% | -31.1% | +64.8% | +40.5% |
| 1Y | +57.6% | -38.1% | +95.7% | +68.1% |
| 3Y | +183.5% | +4.6% | +178.9% | +178.3% |
| 5Y | +114.2% | -77.9% | +192.1% | +114.8% |
| All | +138.7% | -71.1% | +209.7% | +159.0% |
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