-26.4%
DOW vs GRAB
-74.3%
+48.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -1.4% | -10.8% | +9.4% | -0.6% |
| 30D | -3.9% | -15.5% | +11.6% | -2.9% |
| 3M | -12.7% | -9.0% | -3.7% | -12.3% |
| 6M | -13.7% | -21.6% | +7.9% | -12.6% |
| YTD | +28.4% | -38.9% | +67.3% | +32.6% |
| 1Y | +21.8% | -44.8% | +66.6% | +26.7% |
| 3Y | -35.7% | -18.4% | -17.3% | -35.3% |
| 5Y | -36.8% | -71.6% | +34.8% | -36.8% |
| All | -26.4% | -74.3% | +48.0% | -23.5% |
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