+93.9%
DIA vs GRAB
-74.4%
+168.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.7% | -0.3% |
| 7D | -1.2% | -13.9% | +12.6% | -0.3% |
| 30D | -2.7% | -17.2% | +14.5% | -1.5% |
| 3M | +3.3% | -7.9% | +11.2% | +3.7% |
| 6M | +10.4% | -23.2% | +33.7% | +12.1% |
| YTD | +10.0% | -39.1% | +49.1% | +13.1% |
| 1Y | +16.2% | -42.5% | +58.7% | +19.8% |
| 3Y | +58.7% | -18.3% | +77.0% | +59.3% |
| 5Y | +63.6% | -71.7% | +135.3% | +62.4% |
| All | +93.9% | -74.4% | +168.3% | +95.8% |
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