+120.5%
EXPE vs GRAB
-72.7%
+193.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.0% | -2.9% | -7.0% |
| 7D | -9.8% | -6.1% | -3.7% | -8.8% |
| 30D | -11.5% | -11.2% | -0.3% | -9.7% |
| 3M | +21.7% | -2.4% | +24.1% | +22.3% |
| 6M | +10.4% | -18.3% | +28.7% | +14.1% |
| YTD | -2.5% | -34.9% | +32.3% | +4.2% |
| 1Y | +27.3% | -37.4% | +64.7% | +36.4% |
| 3Y | +153.5% | -12.6% | +166.1% | +154.7% |
| 5Y | +91.1% | -69.7% | +160.8% | +92.8% |
| All | +120.5% | -72.7% | +193.2% | +142.1% |
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