-14.4%
ETN vs GRAB
-40.2%
+25.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.6% | -11.0% | -8.0% |
| 7D | -16.9% | +26.1% | -43.0% | -21.5% |
| 30D | -26.5% | +13.4% | -39.9% | -28.8% |
| 3M | -26.7% | -7.0% | -19.8% | -25.2% |
| 6M | -20.0% | -5.4% | -14.6% | -19.7% |
| YTD | +3.5% | -30.3% | +33.8% | +13.3% |
| 1Y | -14.4% | -38.3% | +23.9% | -2.2% |
| All | -14.4% | -40.2% | +25.7% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling