-72.7%
GRAB vs ENB
+126.8%
-199.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.7% | -5.2% |
| 7D | -6.1% | -0.5% | -5.6% | -5.9% |
| 30D | -11.2% | -0.2% | -11.0% | -11.2% |
| 3M | -2.4% | -7.5% | +5.1% | -0.3% |
| 6M | -18.3% | -4.1% | -14.2% | -17.8% |
| YTD | -34.9% | +9.8% | -44.7% | -38.3% |
| 1Y | -37.4% | +8.7% | -46.1% | -40.4% |
| 3Y | -12.6% | +79.0% | -91.6% | -34.3% |
| 5Y | -69.7% | +69.1% | -138.8% | -75.9% |
| All | -72.7% | +126.8% | -199.5% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling