-74.7%
GRAB vs EFV
+125.7%
-200.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | -12.0% | -2.0% | -10.0% | -10.3% |
| 30D | -19.5% | -0.2% | -19.3% | -19.3% |
| 3M | -8.0% | +9.1% | -17.1% | -15.1% |
| 6M | -22.2% | +11.7% | -33.9% | -29.8% |
| YTD | -39.7% | +17.0% | -56.7% | -47.9% |
| 1Y | -43.2% | +26.7% | -69.9% | -54.5% |
| 3Y | -19.1% | +90.2% | -109.2% | -55.4% |
| 5Y | -72.0% | +96.1% | -168.1% | -85.2% |
| All | -74.7% | +125.7% | -200.3% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling