-28.2%
EW vs GRAB
-72.0%
+43.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -3.4% | -12.0% | +8.6% | -2.2% |
| 30D | -7.4% | -19.5% | +12.2% | -5.5% |
| 3M | +0.9% | -8.0% | +8.9% | +1.6% |
| 6M | +1.2% | -22.2% | +23.4% | +3.4% |
| YTD | +1.8% | -39.7% | +41.5% | +6.3% |
| 1Y | +10.8% | -43.2% | +54.1% | +16.1% |
| 3Y | +17.1% | -19.1% | +36.2% | +17.2% |
| 5Y | -28.2% | -72.0% | +43.8% | -32.4% |
| All | -28.2% | -72.0% | +43.8% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling