-74.3%
GRAB vs DGX
+109.7%
-184.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +1.1% |
| 7D | -10.8% | -0.9% | -9.9% | -10.7% |
| 30D | -15.5% | -1.2% | -14.4% | -15.4% |
| 3M | -9.0% | +15.8% | -24.7% | -10.9% |
| 6M | -21.6% | +18.2% | -39.8% | -23.6% |
| YTD | -38.9% | +37.2% | -76.1% | -42.1% |
| 1Y | -44.8% | +30.4% | -75.2% | -47.3% |
| 3Y | -18.4% | +96.7% | -115.2% | -28.6% |
| 5Y | -71.6% | +67.2% | -138.8% | -74.9% |
| All | -74.3% | +109.7% | -184.1% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling