-74.3%
GRAB vs ED
+70.2%
-144.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -10.8% | -0.8% | -10.0% | -11.0% |
| 30D | -15.5% | -0.4% | -15.1% | -15.6% |
| 3M | -9.0% | +0.5% | -9.4% | -8.7% |
| 6M | -21.6% | -3.1% | -18.5% | -22.0% |
| YTD | -38.9% | +9.8% | -48.7% | -37.3% |
| 1Y | -44.8% | +12.6% | -57.4% | -43.0% |
| 3Y | -18.4% | +31.4% | -49.9% | -12.0% |
| 5Y | -71.6% | +69.4% | -141.1% | -61.4% |
| All | -74.3% | +70.2% | -144.6% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling