-18.4%
GRAB vs DG
+4.6%
-23.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | -10.8% | -6.5% | -4.3% | -10.6% |
| 30D | -15.5% | +4.2% | -19.7% | -15.6% |
| 3M | -9.0% | +9.5% | -18.5% | -9.2% |
| 6M | -21.6% | -13.1% | -8.5% | -21.6% |
| YTD | -38.9% | -4.8% | -34.0% | -38.9% |
| 1Y | -44.8% | +20.6% | -65.5% | -45.0% |
| 3Y | -18.4% | +4.9% | -23.4% | -15.1% |
| All | -18.4% | +4.6% | -23.1% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling