-74.3%
GRAB vs EFX
+4.9%
-79.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.2% |
| 7D | -10.8% | -4.5% | -6.3% | -9.5% |
| 30D | -15.5% | -6.1% | -9.4% | -14.1% |
| 3M | -9.0% | +6.2% | -15.2% | -11.0% |
| 6M | -21.6% | -11.2% | -10.4% | -19.5% |
| YTD | -38.9% | -21.4% | -17.5% | -35.4% |
| 1Y | -44.8% | -34.3% | -10.5% | -38.6% |
| 3Y | -18.4% | -12.5% | -5.9% | -21.2% |
| 5Y | -71.6% | -35.6% | -36.1% | -73.1% |
| All | -74.3% | +4.9% | -79.3% | -74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling