-26.2%
DT vs GRAB
-71.8%
+45.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -1.6% | -10.8% | +9.2% | +0.7% |
| 30D | +3.0% | -15.5% | +18.6% | +6.6% |
| 3M | +26.5% | -9.0% | +35.5% | +28.8% |
| 6M | +35.9% | -21.6% | +57.5% | +42.2% |
| YTD | +17.8% | -38.9% | +56.7% | +29.7% |
| 1Y | +4.1% | -44.8% | +48.9% | +16.5% |
| 3Y | +5.3% | -18.4% | +23.7% | +5.0% |
| All | -26.2% | -71.8% | +45.6% | -25.8% |
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 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