-72.7%
GRAB vs ED
+73.1%
-145.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -4.7% |
| 7D | -6.1% | +0.5% | -6.6% | -5.9% |
| 30D | -11.2% | +1.1% | -12.3% | -10.9% |
| 3M | -2.4% | +4.6% | -7.1% | -1.2% |
| 6M | -18.3% | -2.0% | -16.4% | -18.5% |
| YTD | -34.9% | +11.7% | -46.6% | -32.9% |
| 1Y | -37.4% | +15.7% | -53.1% | -34.8% |
| 3Y | -12.6% | +34.4% | -47.0% | -5.2% |
| 5Y | -69.7% | +67.3% | -137.1% | -59.8% |
| All | -72.7% | +73.1% | -145.8% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling