-72.0%
GRAB vs ED
+66.8%
-138.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.1% |
| 7D | -12.0% | -1.9% | -10.1% | -12.2% |
| 30D | -19.5% | +0.1% | -19.6% | -19.5% |
| 3M | -8.0% | 0.0% | -8.0% | -7.9% |
| 6M | -22.2% | -2.5% | -19.7% | -22.4% |
| YTD | -39.7% | +10.1% | -49.8% | -38.8% |
| 1Y | -43.2% | +13.6% | -56.8% | -42.1% |
| 3Y | -19.1% | +32.4% | -51.5% | -16.4% |
| 5Y | -72.0% | +69.9% | -141.9% | -65.9% |
| All | -72.0% | +66.8% | -138.8% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling