-71.2%
GRAB vs ENB
+61.6%
-132.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -10.8% | -4.7% | -6.2% | -9.3% |
| 30D | -15.5% | -5.9% | -9.6% | -13.8% |
| 3M | -9.0% | -14.2% | +5.3% | -4.2% |
| 6M | -21.6% | -8.6% | -13.0% | -19.8% |
| YTD | -38.9% | +3.9% | -42.8% | -41.4% |
| 1Y | -44.8% | +1.8% | -46.6% | -46.6% |
| 3Y | -18.4% | +68.5% | -86.9% | -40.1% |
| All | -71.2% | +61.6% | -132.8% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling