-71.2%
GRAB vs ES
+0.7%
-72.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -5.3% | +0.3% | -5.6% | -5.3% |
| 30D | -8.6% | -2.0% | -6.6% | -8.4% |
| 3M | -1.2% | +1.7% | -2.8% | -1.3% |
| 6M | -16.6% | -3.5% | -13.0% | -16.4% |
| YTD | -31.5% | +7.9% | -39.4% | -31.9% |
| 1Y | -32.3% | +17.2% | -49.4% | -33.2% |
| 3Y | -10.7% | +29.3% | -40.0% | -12.9% |
| 5Y | -67.9% | -5.7% | -62.1% | -69.0% |
| All | -71.2% | +0.7% | -72.0% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling