-54.8%
DOCS vs GRAB
-80.8%
+26.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.7% |
| 7D | +0.1% | -6.9% | +7.0% | +2.1% |
| 30D | +8.7% | +8.7% | -0.1% | +5.9% |
| 3M | +32.9% | -10.2% | +43.1% | +36.3% |
| 6M | +25.5% | -11.0% | +36.5% | +29.0% |
| YTD | -25.0% | -35.1% | +10.0% | -16.3% |
| 1Y | -34.9% | -44.0% | +9.2% | -24.3% |
| 3Y | +39.3% | -0.9% | +40.2% | +32.5% |
| 5Y | -54.8% | -80.2% | +25.4% | -57.6% |
| All | -54.8% | -80.8% | +26.0% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling