-17.9%
DIS vs GRAB
-72.8%
+54.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -5.0% | +6.9% | +2.5% |
| 30D | +9.2% | +11.3% | -2.2% | +7.6% |
| 3M | +13.5% | -12.4% | +26.0% | +15.1% |
| 6M | +14.3% | -10.7% | +25.0% | +15.4% |
| YTD | +5.4% | -35.1% | +40.4% | +10.2% |
| 1Y | +12.2% | -41.5% | +53.7% | +18.7% |
| 3Y | +37.2% | -2.7% | +39.9% | +34.5% |
| 5Y | -23.1% | -80.2% | +57.1% | -24.5% |
| All | -17.9% | -72.8% | +54.9% | -13.2% |
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