-74.4%
GRAB vs EIX
+21.6%
-96.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.2% | -3.3% | -6.0% |
| 7D | -13.9% | +4.1% | -18.0% | -14.4% |
| 30D | -17.2% | -15.3% | -1.8% | -15.5% |
| 3M | -7.9% | -18.4% | +10.6% | -5.7% |
| 6M | -23.2% | -16.8% | -6.4% | -21.9% |
| YTD | -39.1% | -0.6% | -38.5% | -40.6% |
| 1Y | -42.5% | +10.7% | -53.2% | -45.5% |
| 3Y | -18.3% | -4.5% | -13.8% | -21.0% |
| 5Y | -71.7% | +24.0% | -95.8% | -73.1% |
| All | -74.4% | +21.6% | -96.0% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling