-2.7%
GRAB vs ES
+53.3%
-56.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -5.0% | +2.7% | -7.7% | -5.4% |
| 30D | +11.3% | +7.6% | +3.8% | +10.2% |
| 3M | -12.4% | +0.5% | -12.9% | -12.5% |
| 6M | -10.7% | +7.6% | -18.3% | -11.7% |
| YTD | -35.1% | +10.2% | -45.3% | -36.1% |
| 1Y | -41.5% | +1.8% | -43.4% | -41.9% |
| 3Y | -2.7% | +55.4% | -58.1% | -10.3% |
| All | -2.7% | +53.3% | -56.0% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling