-44.8%
GRAB vs DG
+19.2%
-64.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | -10.8% | -6.5% | -4.3% | -10.3% |
| 30D | -15.5% | +4.2% | -19.7% | -15.7% |
| 3M | -9.0% | +9.5% | -18.5% | -9.6% |
| 6M | -21.6% | -13.1% | -8.5% | -21.6% |
| YTD | -38.9% | -4.8% | -34.0% | -39.1% |
| 1Y | -44.8% | +20.6% | -65.5% | -44.5% |
| All | -44.8% | +19.2% | -64.0% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling