-21.8%
DXCM vs GRAB
-18.9%
-2.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +0.8% |
| 7D | -6.5% | -13.9% | +7.4% | -3.0% |
| 30D | -4.3% | -17.2% | +12.9% | +0.1% |
| 3M | +7.3% | -7.9% | +15.2% | +9.2% |
| 6M | +22.0% | -23.2% | +45.3% | +29.5% |
| YTD | +26.4% | -39.1% | +65.5% | +41.5% |
| 1Y | +7.0% | -42.5% | +49.5% | +20.6% |
| All | -21.8% | -18.9% | -2.9% | -21.2% |
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