+52.6%
ENTG vs GRAB
-74.3%
+126.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +1.8% |
| 7D | +1.2% | -10.8% | +12.0% | +3.9% |
| 30D | -12.9% | -15.5% | +2.7% | -9.3% |
| 3M | -3.1% | -9.0% | +5.9% | -1.3% |
| 6M | +21.0% | -21.6% | +42.6% | +28.0% |
| YTD | +67.0% | -38.9% | +105.9% | +86.7% |
| 1Y | +68.6% | -44.8% | +113.5% | +93.5% |
| 3Y | +48.6% | -18.4% | +67.1% | +54.4% |
| 5Y | +18.6% | -71.6% | +90.2% | +27.4% |
| All | +52.6% | -74.3% | +126.9% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling