-80.5%
GRAB vs DECK
+24.2%
-104.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | +5.7% | +4.9% | +0.8% | +4.2% |
| 3M | -11.0% | -5.8% | -5.1% | -9.4% |
| 6M | -8.8% | -8.6% | -0.2% | -6.8% |
| YTD | -33.3% | -14.7% | -18.5% | -31.3% |
| 1Y | -43.4% | +6.9% | -50.2% | -46.0% |
| 3Y | +1.8% | -16.2% | +18.0% | -13.0% |
| 5Y | -80.5% | +25.3% | -105.7% | -91.0% |
| All | -80.5% | +24.2% | -104.7% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling