-32.3%
GRAB vs ELF
-17.5%
-14.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -5.3% | +5.4% | -10.6% | -5.9% |
| 30D | -8.6% | +27.0% | -35.5% | -11.4% |
| 3M | -1.2% | +113.2% | -114.4% | -9.3% |
| 6M | -16.6% | +36.6% | -53.2% | -20.9% |
| YTD | -31.5% | +44.2% | -75.7% | -35.4% |
| 1Y | -32.3% | -18.0% | -14.3% | -32.8% |
| All | -32.3% | -17.5% | -14.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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