-74.3%
GRAB vs EOSE
-73.6%
-0.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -10.8% | +1.8% | -12.6% | -11.0% |
| 30D | -15.5% | -6.8% | -8.7% | -15.4% |
| 3M | -9.0% | -36.3% | +27.3% | -6.8% |
| 6M | -21.6% | -38.8% | +17.2% | -20.4% |
| YTD | -38.9% | -65.5% | +26.7% | -36.4% |
| 1Y | -44.8% | -45.3% | +0.4% | -45.0% |
| 3Y | -18.4% | +44.2% | -62.6% | -28.8% |
| 5Y | -71.6% | -69.5% | -2.1% | -75.4% |
| All | -74.3% | -73.6% | -0.7% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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