-99.9%
DFNS vs GRAB
-74.3%
-25.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -2.7% |
| 7D | -6.3% | -10.8% | +4.5% | -5.4% |
| 30D | -74.0% | -15.5% | -58.4% | -73.6% |
| 3M | -70.1% | -9.0% | -61.2% | -69.9% |
| 6M | -93.9% | -21.6% | -72.3% | -93.8% |
| YTD | -98.1% | -38.9% | -59.2% | -98.0% |
| 1Y | -98.3% | -44.8% | -53.4% | -98.2% |
| 3Y | -99.9% | -18.4% | -81.4% | -99.9% |
| 5Y | -99.9% | -71.6% | -28.2% | -99.9% |
| All | -99.9% | -74.3% | -25.5% | -99.9% |
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