-72.7%
GRAB vs ELF
+374.1%
-446.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.9% | -0.1% | -4.2% |
| 7D | -6.1% | -1.2% | -4.9% | -5.9% |
| 30D | -11.2% | +5.9% | -17.1% | -12.0% |
| 3M | -2.4% | +99.5% | -101.9% | -12.3% |
| 6M | -18.3% | +26.5% | -44.9% | -22.0% |
| YTD | -34.9% | +37.2% | -72.0% | -38.9% |
| 1Y | -37.4% | -24.4% | -13.0% | -36.8% |
| 3Y | -12.6% | -23.3% | +10.7% | -21.3% |
| 5Y | -69.7% | +245.2% | -314.9% | -86.2% |
| All | -72.7% | +374.1% | -446.8% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling