-38.3%
DOCS vs GRAB
-42.0%
+3.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.5% |
| 7D | -0.6% | +7.4% | -7.9% | -3.0% |
| 30D | +6.3% | +5.0% | +1.3% | +4.3% |
| 3M | +26.5% | -8.7% | +35.2% | +30.5% |
| 6M | +24.8% | -9.9% | +34.7% | +28.8% |
| YTD | -26.8% | -32.9% | +6.1% | -17.6% |
| 1Y | -38.3% | -43.2% | +4.9% | -27.3% |
| All | -38.3% | -42.0% | +3.7% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling