+3.2%
DXCM vs GRAB
-72.7%
+75.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.0% | +1.1% | -3.0% |
| 7D | -6.2% | -6.1% | -0.2% | -5.2% |
| 30D | -0.3% | -11.2% | +10.9% | +1.7% |
| 3M | +10.3% | -2.4% | +12.7% | +10.6% |
| 6M | +24.1% | -18.3% | +42.5% | +28.1% |
| YTD | +27.4% | -34.9% | +62.2% | +36.2% |
| 1Y | +8.4% | -37.4% | +45.8% | +16.2% |
| 3Y | -19.0% | -12.6% | -6.4% | -18.8% |
| 5Y | -38.6% | -69.7% | +31.2% | -37.9% |
| All | +3.2% | -72.7% | +75.8% | +9.5% |
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