+76.3%
EFA vs GRAB
-74.7%
+151.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -2.4% | -12.0% | +9.6% | -1.4% |
| 30D | -2.2% | -19.5% | +17.3% | -0.6% |
| 3M | +5.7% | -8.0% | +13.6% | +6.2% |
| 6M | +8.2% | -22.2% | +30.4% | +10.2% |
| YTD | +11.8% | -39.7% | +51.4% | +16.0% |
| 1Y | +18.3% | -43.2% | +61.5% | +23.1% |
| 3Y | +64.9% | -19.1% | +84.0% | +65.3% |
| 5Y | +52.4% | -72.0% | +124.4% | +51.5% |
| All | +76.3% | -74.7% | +151.0% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling