-71.2%
GRAB vs ECL
+27.6%
-98.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.5% |
| 7D | -10.8% | -1.1% | -9.7% | -10.3% |
| 30D | -15.5% | -0.8% | -14.7% | -15.1% |
| 3M | -9.0% | +5.0% | -14.0% | -11.2% |
| 6M | -21.6% | +0.2% | -21.8% | -21.9% |
| YTD | -38.9% | +5.8% | -44.7% | -40.8% |
| 1Y | -44.8% | +1.5% | -46.4% | -45.6% |
| 3Y | -18.4% | +55.0% | -73.4% | -37.0% |
| All | -71.2% | +27.6% | -98.8% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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