-25.5%
DOW vs GRAB
-74.4%
+49.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.1% |
| 7D | -6.0% | -13.9% | +7.9% | -5.1% |
| 30D | -2.7% | -17.2% | +14.4% | -1.5% |
| 3M | -10.5% | -7.9% | -2.6% | -10.2% |
| 6M | -12.4% | -23.2% | +10.8% | -11.1% |
| YTD | +30.0% | -39.1% | +69.1% | +34.3% |
| 1Y | +27.8% | -42.5% | +70.3% | +32.5% |
| 3Y | -34.9% | -18.3% | -16.7% | -34.5% |
| 5Y | -35.9% | -71.7% | +35.8% | -35.8% |
| All | -25.5% | -74.4% | +49.0% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling