-74.3%
GRAB vs ELF
+340.5%
-414.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -10.8% | -11.6% | +0.8% | -9.1% |
| 30D | -15.5% | +4.6% | -20.1% | -16.1% |
| 3M | -9.0% | +59.7% | -68.7% | -15.4% |
| 6M | -21.6% | +21.2% | -42.8% | -24.5% |
| YTD | -38.9% | +27.4% | -66.3% | -42.0% |
| 1Y | -44.8% | -29.8% | -15.0% | -43.7% |
| 3Y | -18.4% | -28.5% | +10.0% | -25.8% |
| 5Y | -71.6% | +220.0% | -291.7% | -86.9% |
| All | -74.3% | +340.5% | -414.8% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling