-18.4%
GRAB vs ELV
-2.1%
-16.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -10.8% | +3.2% | -14.0% | -10.9% |
| 30D | -15.5% | +5.4% | -20.9% | -15.6% |
| 3M | -9.0% | +5.4% | -14.3% | -9.1% |
| 6M | -21.6% | +45.7% | -67.3% | -21.9% |
| YTD | -38.9% | +21.2% | -60.1% | -39.2% |
| 1Y | -44.8% | +35.6% | -80.5% | -45.2% |
| 3Y | -18.4% | -2.0% | -16.4% | -18.8% |
| All | -18.4% | -2.1% | -16.3% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 3y: compounded portfolio wealth divided by compounded ELV 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…
3y analysis · Full analysis span regression · 6 months rolling