-10.2%
GRAB vs DECK
-3.0%
-7.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -5.3% | -2.2% | -3.0% | -5.0% |
| 30D | -8.6% | -13.6% | +5.0% | -6.8% |
| 3M | -1.2% | -21.2% | +20.1% | +1.8% |
| 6M | -16.6% | -21.1% | +4.5% | -14.3% |
| YTD | -31.5% | -17.2% | -14.2% | -30.0% |
| 1Y | -32.3% | -30.7% | -1.5% | -29.4% |
| All | -10.2% | -3.0% | -7.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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