-19.5%
GRAB vs ENB
+69.7%
-89.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.9% | -0.6% |
| 7D | -12.0% | -4.6% | -7.4% | -11.5% |
| 30D | -19.5% | -5.2% | -14.3% | -19.1% |
| 3M | -8.0% | -13.4% | +5.4% | -6.4% |
| 6M | -22.2% | -7.8% | -14.4% | -22.0% |
| YTD | -39.7% | +4.9% | -44.6% | -41.8% |
| 1Y | -43.2% | +3.2% | -46.5% | -44.9% |
| All | -19.5% | +69.7% | -89.2% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling