-74.3%
GRAB vs GDDY
+21.8%
-96.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +0.7% |
| 7D | -10.8% | -3.2% | -7.6% | -9.9% |
| 30D | -15.5% | +6.8% | -22.3% | -17.8% |
| 3M | -9.0% | +30.5% | -39.4% | -19.2% |
| 6M | -21.6% | +13.3% | -34.9% | -27.4% |
| YTD | -38.9% | -21.0% | -17.9% | -34.9% |
| 1Y | -44.8% | -34.0% | -10.8% | -36.6% |
| 3Y | -18.4% | +33.1% | -51.5% | -34.4% |
| 5Y | -71.6% | +30.3% | -102.0% | -77.0% |
| All | -74.3% | +21.8% | -96.1% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling