-74.3%
GRAB vs EIX
+18.5%
-92.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.5% |
| 7D | -10.8% | -1.4% | -9.5% | -10.6% |
| 30D | -15.5% | -19.3% | +3.8% | -13.1% |
| 3M | -9.0% | -21.7% | +12.7% | -6.2% |
| 6M | -21.6% | -19.8% | -1.8% | -19.7% |
| YTD | -38.9% | -3.0% | -35.8% | -40.2% |
| 1Y | -44.8% | +5.1% | -49.9% | -47.2% |
| 3Y | -18.4% | -7.0% | -11.5% | -20.9% |
| 5Y | -71.6% | +22.0% | -93.7% | -72.9% |
| All | -74.3% | +18.5% | -92.9% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling