+75.9%
DE vs GRAB
-18.7%
+94.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.5% |
| 7D | -2.6% | -10.8% | +8.3% | -1.5% |
| 30D | +9.0% | -15.5% | +24.5% | +10.7% |
| 3M | +19.1% | -9.0% | +28.1% | +19.8% |
| 6M | +14.4% | -21.6% | +36.0% | +16.7% |
| YTD | +45.9% | -38.9% | +84.8% | +52.6% |
| 1Y | +43.6% | -44.8% | +88.4% | +51.5% |
| 3Y | +75.9% | -18.4% | +94.3% | +71.1% |
| All | +75.9% | -18.7% | +94.6% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling