-19.5%
GRAB vs EL
-34.4%
+14.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | -12.0% | -4.4% | -7.6% | -11.3% |
| 30D | -19.5% | +10.3% | -29.8% | -20.8% |
| 3M | -8.0% | +13.4% | -21.3% | -9.9% |
| 6M | -22.2% | +3.1% | -25.3% | -23.1% |
| YTD | -39.7% | -6.9% | -32.8% | -39.8% |
| 1Y | -43.2% | +11.9% | -55.1% | -45.2% |
| All | -19.5% | -34.4% | +14.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling