-74.3%
GRAB vs ENB
+114.6%
-188.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -10.8% | -4.7% | -6.2% | -9.5% |
| 30D | -15.5% | -5.9% | -9.6% | -14.0% |
| 3M | -9.0% | -14.2% | +5.3% | -4.6% |
| 6M | -21.6% | -8.6% | -13.0% | -19.9% |
| YTD | -38.9% | +3.9% | -42.8% | -41.1% |
| 1Y | -44.8% | +1.8% | -46.6% | -46.4% |
| 3Y | -18.4% | +68.5% | -86.9% | -37.4% |
| 5Y | -71.6% | +62.4% | -134.1% | -77.1% |
| All | -74.3% | +114.6% | -188.9% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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