-18.7%
GRAB vs D
+60.1%
-78.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.4% |
| 7D | -13.9% | -0.4% | -13.4% | -13.9% |
| 30D | -17.2% | -2.1% | -15.1% | -17.1% |
| 3M | -7.9% | -0.7% | -7.1% | -7.9% |
| 6M | -23.2% | +5.6% | -28.8% | -23.5% |
| YTD | -39.1% | +14.6% | -53.6% | -39.5% |
| 1Y | -42.5% | +15.3% | -57.9% | -43.0% |
| All | -18.7% | +60.1% | -78.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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