+32.8%
DIS vs GRAB
-11.7%
+44.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.7% | +0.6% |
| 7D | -1.1% | -6.1% | +5.0% | 0.0% |
| 30D | +0.1% | -11.2% | +11.3% | +2.2% |
| 3M | +7.1% | -2.4% | +9.5% | +7.3% |
| 6M | +4.3% | -18.3% | +22.6% | +7.5% |
| YTD | -6.9% | -34.9% | +27.9% | -0.7% |
| 1Y | -10.3% | -37.4% | +27.1% | -4.2% |
| 3Y | +32.8% | -12.6% | +45.5% | +30.4% |
| All | +32.8% | -11.7% | +44.5% | +30.4% |
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 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