-41.5%
GRAB vs ES
+2.1%
-43.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -5.0% | +2.7% | -7.7% | -5.3% |
| 30D | +11.3% | +7.6% | +3.8% | +10.7% |
| 3M | -12.4% | +0.5% | -12.9% | -12.6% |
| 6M | -10.7% | +7.6% | -18.3% | -11.1% |
| YTD | -35.1% | +10.2% | -45.3% | -35.6% |
| 1Y | -41.5% | +1.8% | -43.4% | -41.2% |
| All | -41.5% | +2.1% | -43.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling