+52.6%
DOCS vs GRAB
+5.2%
+47.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -0.8% | +25.8% | -26.6% | -7.1% |
| 30D | +17.4% | +10.7% | +6.7% | +13.9% |
| 3M | +57.4% | -7.1% | +64.4% | +59.9% |
| 6M | +26.5% | -9.5% | +36.1% | +29.4% |
| YTD | -26.6% | -31.7% | +5.1% | -19.7% |
| 1Y | -48.1% | -39.4% | -8.6% | -41.5% |
| 3Y | +52.6% | +8.6% | +44.0% | +51.8% |
| All | +52.6% | +5.2% | +47.4% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling