-74.7%
GRAB vs EFX
+4.3%
-79.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -12.0% | -11.1% | -0.9% | -8.9% |
| 30D | -19.5% | -7.4% | -12.1% | -17.8% |
| 3M | -8.0% | +1.5% | -9.4% | -8.9% |
| 6M | -22.2% | -13.7% | -8.5% | -19.5% |
| YTD | -39.7% | -21.9% | -17.8% | -36.1% |
| 1Y | -43.2% | -30.8% | -12.4% | -37.8% |
| 3Y | -19.1% | -12.4% | -6.7% | -21.9% |
| 5Y | -72.0% | -35.9% | -36.1% | -73.5% |
| All | -74.7% | +4.3% | -79.0% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling