+19.3%
ETN vs GRAB
-30.1%
+49.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +2.0% | -5.3% | +7.3% | +3.6% |
| 30D | -7.9% | -8.6% | +0.6% | -5.6% |
| 3M | -1.6% | -1.2% | -0.5% | -2.1% |
| 6M | +16.9% | -16.6% | +33.5% | +21.3% |
| YTD | +30.1% | -31.5% | +61.5% | +43.1% |
| 1Y | +19.3% | -32.3% | +51.6% | +35.6% |
| All | +19.3% | -30.1% | +49.4% | +35.6% |
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