-32.9%
DOCS vs GRAB
-43.3%
+10.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.6% | -5.0% | +7.5% | +4.3% |
| 30D | +11.4% | +11.3% | +0.1% | +7.2% |
| 3M | +25.4% | -12.4% | +37.8% | +31.0% |
| 6M | +42.5% | -10.7% | +53.3% | +47.9% |
| YTD | -24.7% | -35.1% | +10.4% | -14.8% |
| 1Y | -32.9% | -41.5% | +8.6% | -22.3% |
| All | -32.9% | -43.3% | +10.3% | -22.3% |
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