+31.5%
DT vs GRAB
-74.4%
+105.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +2.1% |
| 7D | -0.5% | -13.9% | +13.4% | +2.7% |
| 30D | +0.1% | -17.2% | +17.2% | +4.2% |
| 3M | +24.1% | -7.9% | +32.0% | +26.1% |
| 6M | +30.1% | -23.2% | +53.3% | +37.2% |
| YTD | +16.8% | -39.1% | +55.8% | +29.4% |
| 1Y | -0.1% | -42.5% | +42.4% | +11.6% |
| 3Y | +6.8% | -18.3% | +25.1% | +6.4% |
| 5Y | -28.4% | -71.7% | +43.4% | -24.2% |
| All | +31.5% | -74.4% | +105.9% | +46.5% |
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