-80.2%
GRAB vs D
+12.4%
-92.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -6.9% | -3.1% | -3.8% | -6.7% |
| 30D | +8.7% | +8.4% | +0.4% | +8.1% |
| 3M | -10.2% | +0.2% | -10.5% | -10.3% |
| 6M | -11.0% | +9.5% | -20.5% | -11.7% |
| YTD | -35.1% | +18.8% | -53.9% | -36.1% |
| 1Y | -44.0% | +14.7% | -58.7% | -44.7% |
| 3Y | -0.9% | +72.9% | -73.9% | -6.9% |
| 5Y | -80.2% | +13.1% | -93.3% | -81.8% |
| All | -80.2% | +12.4% | -92.6% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling