-41.9%
GRAB vs EFX
-7.5%
-34.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.3% | +7.2% |
| 7D | +22.2% | +9.2% | +13.0% | +19.8% |
| 30D | +6.0% | +34.8% | -28.8% | -0.7% |
| 3M | -9.7% | +8.8% | -18.5% | -11.7% |
| 6M | -7.2% | +12.3% | -19.5% | -10.0% |
| YTD | -32.7% | -10.6% | -22.1% | -35.1% |
| 1Y | -41.9% | -6.7% | -35.2% | -43.7% |
| All | -41.9% | -7.5% | -34.4% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling