+52.7%
EFA vs GRAB
-71.8%
+124.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | -1.5% | -10.8% | +9.3% | -0.6% |
| 30D | -1.7% | -15.5% | +13.9% | -0.3% |
| 3M | +3.5% | -9.0% | +12.4% | +4.2% |
| 6M | +9.5% | -21.6% | +31.1% | +11.5% |
| YTD | +12.9% | -38.9% | +51.7% | +17.3% |
| 1Y | +18.2% | -44.8% | +63.0% | +23.6% |
| 3Y | +64.8% | -18.4% | +83.3% | +65.1% |
| All | +52.7% | -71.8% | +124.5% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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