-41.9%
GRAB vs EIX
+18.9%
-60.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.1% | +4.6% | +7.7% |
| 7D | +22.2% | +4.5% | +17.7% | +22.2% |
| 30D | +6.0% | +15.2% | -9.2% | +6.4% |
| 3M | -9.7% | -11.6% | +1.9% | -9.9% |
| 6M | -7.2% | -8.4% | +1.2% | -7.6% |
| YTD | -32.7% | +8.2% | -40.9% | -31.7% |
| 1Y | -41.9% | +16.6% | -58.5% | -41.5% |
| All | -41.9% | +18.9% | -60.8% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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