-32.3%
GRAB vs ELAN
+41.2%
-73.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -5.3% | +1.6% | -6.9% | -5.6% |
| 30D | -8.6% | -6.6% | -2.0% | -7.3% |
| 3M | -1.2% | -0.8% | -0.3% | -1.6% |
| 6M | -16.6% | +0.2% | -16.8% | -18.0% |
| YTD | -31.5% | +8.3% | -39.7% | -34.8% |
| 1Y | -32.3% | +40.2% | -72.5% | -35.9% |
| All | -32.3% | +41.2% | -73.5% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling