+313.4%
EOG vs GRAB
-74.7%
+388.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +1.0% | -12.0% | +13.0% | +1.4% |
| 30D | +2.8% | -19.5% | +22.3% | +3.6% |
| 3M | +5.9% | -8.0% | +13.8% | +6.0% |
| 6M | +17.1% | -22.2% | +39.3% | +17.9% |
| YTD | +43.9% | -39.7% | +83.6% | +46.6% |
| 1Y | +26.9% | -43.2% | +70.1% | +29.4% |
| 3Y | +23.6% | -19.1% | +42.6% | +23.2% |
| 5Y | +178.1% | -72.0% | +250.1% | +171.9% |
| All | +313.4% | -74.7% | +388.1% | +285.2% |
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 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