-38.3%
GRAB vs DGX
+45.7%
-84.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.6% |
| 7D | +26.1% | +0.7% | +25.4% | +26.0% |
| 30D | +13.4% | +11.5% | +1.8% | +14.0% |
| 3M | -7.0% | +8.4% | -15.4% | -6.9% |
| 6M | -5.4% | +34.5% | -40.0% | -5.1% |
| YTD | -30.3% | +49.3% | -79.5% | -31.8% |
| 1Y | -38.3% | +45.3% | -83.6% | -39.3% |
| All | -38.3% | +45.7% | -84.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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