-18.4%
GRAB vs GDDY
+30.8%
-49.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +0.9% |
| 7D | -10.8% | -3.2% | -7.6% | -10.2% |
| 30D | -15.5% | +6.8% | -22.3% | -17.0% |
| 3M | -9.0% | +30.5% | -39.4% | -16.1% |
| 6M | -21.6% | +13.3% | -34.9% | -25.5% |
| YTD | -38.9% | -21.0% | -17.9% | -35.3% |
| 1Y | -44.8% | -34.0% | -10.8% | -38.0% |
| 3Y | -18.4% | +33.1% | -51.5% | -19.5% |
| All | -18.4% | +30.8% | -49.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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