-27.3%
DIS vs GRAB
-71.2%
+43.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | -5.3% | +2.7% | -1.9% |
| 30D | +3.5% | -8.6% | +12.0% | +4.6% |
| 3M | +6.8% | -1.2% | +8.0% | +6.8% |
| 6M | +3.0% | -16.6% | +19.6% | +5.0% |
| YTD | -6.7% | -31.5% | +24.7% | -2.8% |
| 1Y | -10.1% | -32.3% | +22.2% | -6.5% |
| 3Y | +33.0% | -10.7% | +43.7% | +31.8% |
| 5Y | -40.0% | -67.9% | +27.9% | -42.4% |
| All | -27.3% | -71.2% | +43.9% | -23.4% |
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 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