-71.3%
GRAB vs DECK
+101.3%
-172.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | +25.8% | +5.8% | +20.1% | +23.7% |
| 30D | +10.7% | +7.9% | +2.8% | +8.2% |
| 3M | -7.1% | -11.4% | +4.3% | -3.7% |
| 6M | -9.5% | -16.6% | +7.0% | -4.9% |
| YTD | -31.7% | -16.4% | -15.3% | -29.2% |
| 1Y | -39.4% | +8.6% | -48.1% | -42.6% |
| 3Y | +8.6% | -15.1% | +23.7% | -5.4% |
| 5Y | -71.4% | +22.9% | -94.3% | -82.5% |
| All | -71.3% | +101.3% | -172.6% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling