-74.4%
GRAB vs DG
-37.8%
-36.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.6% | -3.9% | -6.2% |
| 7D | -13.9% | -4.8% | -9.1% | -13.4% |
| 30D | -17.2% | +1.8% | -18.9% | -17.3% |
| 3M | -7.9% | +14.5% | -22.3% | -9.1% |
| 6M | -23.2% | -13.6% | -9.7% | -22.4% |
| YTD | -39.1% | -4.8% | -34.2% | -39.0% |
| 1Y | -42.5% | +21.6% | -64.1% | -44.0% |
| 3Y | -18.3% | +4.5% | -22.7% | -20.0% |
| 5Y | -71.7% | -38.5% | -33.3% | -67.5% |
| All | -74.4% | -37.8% | -36.7% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling