-72.7%
GRAB vs EL
-55.9%
-16.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -4.4% |
| 7D | -6.1% | +1.7% | -7.8% | -6.5% |
| 30D | -11.2% | +15.5% | -26.7% | -15.2% |
| 3M | -2.4% | +20.6% | -23.0% | -8.2% |
| 6M | -18.3% | +10.5% | -28.8% | -22.0% |
| YTD | -34.9% | -1.9% | -33.0% | -36.3% |
| 1Y | -37.4% | +16.1% | -53.5% | -42.5% |
| 3Y | -12.6% | -30.2% | +17.6% | -8.3% |
| 5Y | -69.7% | -67.4% | -2.4% | -54.6% |
| All | -72.7% | -55.9% | -16.8% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling