+85.5%
ETN vs GRAB
-18.7%
+104.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.6% | +3.6% |
| 7D | +3.5% | -10.8% | +14.4% | +6.3% |
| 30D | -7.5% | -15.5% | +8.0% | -3.9% |
| 3M | +8.3% | -9.0% | +17.3% | +10.2% |
| 6M | +20.2% | -21.6% | +41.8% | +26.4% |
| YTD | +34.7% | -38.9% | +73.5% | +49.7% |
| 1Y | +19.4% | -44.8% | +64.3% | +35.8% |
| 3Y | +85.5% | -18.4% | +104.0% | +88.3% |
| All | +85.5% | -18.7% | +104.2% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling