+230.6%
EWT vs GRAB
-74.3%
+304.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | -1.1% | -10.8% | +9.7% | +0.1% |
| 30D | +4.5% | -15.5% | +20.0% | +6.3% |
| 3M | +8.3% | -9.0% | +17.2% | +9.1% |
| 6M | +54.2% | -21.6% | +75.8% | +57.9% |
| YTD | +74.6% | -38.9% | +113.5% | +83.1% |
| 1Y | +84.9% | -44.8% | +129.7% | +95.6% |
| 3Y | +197.5% | -18.4% | +216.0% | +199.7% |
| 5Y | +150.6% | -71.6% | +222.2% | +151.5% |
| All | +230.6% | -74.3% | +304.9% | +237.5% |
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