-72.7%
GRAB vs ECL
+31.6%
-104.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.8% |
| 7D | -6.1% | -0.8% | -5.3% | -5.7% |
| 30D | -11.2% | -2.5% | -8.7% | -10.2% |
| 3M | -2.4% | +8.3% | -10.7% | -5.9% |
| 6M | -18.3% | -1.1% | -17.3% | -18.2% |
| YTD | -34.9% | +6.5% | -41.4% | -36.9% |
| 1Y | -37.4% | +2.1% | -39.5% | -38.3% |
| 3Y | -12.6% | +57.6% | -70.2% | -30.6% |
| 5Y | -69.7% | +28.1% | -97.8% | -76.7% |
| All | -72.7% | +31.6% | -104.2% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling