-74.3%
GRAB vs EFV
+128.1%
-202.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.3% |
| 7D | -10.8% | -0.8% | -10.0% | -10.1% |
| 30D | -15.5% | +0.6% | -16.1% | -15.9% |
| 3M | -9.0% | +7.5% | -16.5% | -14.9% |
| 6M | -21.6% | +13.0% | -34.6% | -30.0% |
| YTD | -38.9% | +18.3% | -57.2% | -47.8% |
| 1Y | -44.8% | +26.7% | -71.6% | -55.8% |
| 3Y | -18.4% | +89.6% | -108.0% | -54.9% |
| 5Y | -71.6% | +98.2% | -169.8% | -85.2% |
| All | -74.3% | +128.1% | -202.4% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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