-72.0%
GRAB vs DRI
+63.5%
-135.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -12.0% | -4.8% | -7.2% | -10.3% |
| 30D | -19.5% | -5.2% | -14.3% | -18.0% |
| 3M | -8.0% | +2.7% | -10.7% | -9.3% |
| 6M | -22.2% | +3.6% | -25.8% | -23.8% |
| YTD | -39.7% | +15.4% | -55.1% | -43.8% |
| 1Y | -43.2% | +1.3% | -44.5% | -44.4% |
| 3Y | -19.1% | +53.1% | -72.2% | -37.2% |
| 5Y | -72.0% | +64.6% | -136.6% | -78.9% |
| All | -72.0% | +63.5% | -135.5% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 5y: compounded portfolio wealth divided by compounded DRI 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…
5y analysis · Full analysis span regression · 6 months rolling