+3.1%
DXCM vs GRAB
-74.7%
+77.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.9% |
| 7D | -5.8% | -12.0% | +6.2% | -3.7% |
| 30D | -5.6% | -19.5% | +13.9% | -2.2% |
| 3M | +13.0% | -8.0% | +21.0% | +14.4% |
| 6M | +24.7% | -22.2% | +46.9% | +29.7% |
| YTD | +27.3% | -39.7% | +67.0% | +37.9% |
| 1Y | +11.2% | -43.2% | +54.4% | +21.2% |
| 3Y | -19.0% | -19.1% | +0.1% | -17.8% |
| 5Y | -38.5% | -72.0% | +33.5% | -37.0% |
| All | +3.1% | -74.7% | +77.8% | +10.9% |
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