-71.2%
GRAB vs EL
-69.0%
-2.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.1% |
| 7D | -10.8% | -6.5% | -4.3% | -9.0% |
| 30D | -15.5% | +11.1% | -26.7% | -18.4% |
| 3M | -9.0% | +10.7% | -19.7% | -12.1% |
| 6M | -21.6% | +6.9% | -28.5% | -24.3% |
| YTD | -38.9% | -6.3% | -32.6% | -39.4% |
| 1Y | -44.8% | +13.5% | -58.3% | -49.1% |
| 3Y | -18.4% | -33.1% | +14.6% | -12.9% |
| All | -71.2% | -69.0% | -2.2% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling