-71.6%
GRAB vs ELF
+213.8%
-285.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.3% |
| 7D | -12.0% | -10.8% | -1.1% | -10.4% |
| 30D | -19.5% | +0.8% | -20.3% | -19.6% |
| 3M | -8.0% | +64.8% | -72.7% | -14.6% |
| 6M | -22.2% | +19.0% | -41.2% | -24.8% |
| YTD | -39.7% | +25.9% | -65.6% | -42.6% |
| 1Y | -43.2% | -28.8% | -14.4% | -42.2% |
| 3Y | -19.1% | -29.6% | +10.5% | -26.3% |
| All | -71.6% | +213.8% | -285.3% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling