-72.7%
GRAB vs DD
+79.8%
-152.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | -6.1% | -0.6% | -5.5% | -5.8% |
| 30D | -11.2% | -7.4% | -3.8% | -8.5% |
| 3M | -2.4% | -6.4% | +4.0% | -0.1% |
| 6M | -18.3% | -2.5% | -15.9% | -18.1% |
| YTD | -34.9% | +10.2% | -45.1% | -38.2% |
| 1Y | -37.4% | +36.9% | -74.3% | -45.9% |
| 3Y | -12.6% | +47.0% | -59.7% | -28.8% |
| 5Y | -69.7% | +63.1% | -132.9% | -76.9% |
| All | -72.7% | +79.8% | -152.5% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling