-34.4%
DOW vs GRAB
-19.7%
-14.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -2.4% | -12.0% | +9.6% | -0.8% |
| 30D | -4.1% | -19.5% | +15.4% | -1.4% |
| 3M | -12.4% | -8.0% | -4.5% | -12.0% |
| 6M | -10.6% | -22.2% | +11.6% | -8.2% |
| YTD | +31.1% | -39.7% | +70.8% | +41.2% |
| 1Y | +30.5% | -43.2% | +73.7% | +42.0% |
| All | -34.4% | -19.7% | -14.6% | -33.5% |
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 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