-38.8%
DOCS vs GRAB
-71.7%
+32.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.6% |
| 7D | -0.6% | +7.4% | -7.9% | -2.5% |
| 30D | +6.3% | +5.0% | +1.3% | +4.6% |
| 3M | +26.5% | -8.7% | +35.2% | +29.1% |
| 6M | +24.8% | -9.9% | +34.7% | +27.7% |
| YTD | -26.8% | -32.9% | +6.1% | -19.3% |
| 1Y | -38.3% | -43.2% | +4.9% | -28.9% |
| 3Y | +36.0% | +2.4% | +33.6% | +28.6% |
| 5Y | -55.0% | -77.9% | +22.9% | -50.4% |
| All | -38.8% | -71.7% | +32.9% | -26.3% |
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