-71.2%
GRAB vs DD
+56.1%
-127.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -10.8% | -3.5% | -7.3% | -9.4% |
| 30D | -15.5% | -11.7% | -3.9% | -10.8% |
| 3M | -9.0% | -9.2% | +0.3% | -5.2% |
| 6M | -21.6% | -7.2% | -14.4% | -19.7% |
| YTD | -38.9% | +6.6% | -45.5% | -41.6% |
| 1Y | -44.8% | +32.0% | -76.8% | -52.6% |
| 3Y | -18.4% | +42.1% | -60.6% | -34.7% |
| All | -71.2% | +56.1% | -127.3% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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