-38.0%
DOCS vs GRAB
-71.0%
+33.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | 0.0% | +20.3% | -20.3% | -5.1% |
| 30D | +7.8% | +7.8% | -0.1% | +5.3% |
| 3M | +20.0% | -6.0% | +26.0% | +21.5% |
| 6M | +26.5% | -7.5% | +34.0% | +28.6% |
| YTD | -25.8% | -31.1% | +5.3% | -18.7% |
| 1Y | -39.5% | -38.1% | -1.3% | -31.9% |
| 3Y | +60.3% | +4.6% | +55.8% | +50.7% |
| 5Y | -57.0% | -77.9% | +20.9% | -52.9% |
| All | -38.0% | -71.0% | +33.0% | -25.8% |
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 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