-44.8%
GRAB vs ES
+11.9%
-56.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -10.8% | -3.6% | -7.3% | -10.6% |
| 30D | -15.5% | -4.2% | -11.3% | -15.3% |
| 3M | -9.0% | +0.1% | -9.1% | -8.8% |
| 6M | -21.6% | -6.2% | -15.4% | -21.5% |
| YTD | -38.9% | +4.1% | -42.9% | -39.1% |
| 1Y | -44.8% | +10.2% | -55.0% | -44.9% |
| All | -44.8% | +11.9% | -56.8% | -44.9% |
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