-19.5%
GRAB vs ESI
+73.2%
-92.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.3% |
| 7D | -12.0% | -2.3% | -9.7% | -11.4% |
| 30D | -19.5% | -9.0% | -10.5% | -17.5% |
| 3M | -8.0% | -13.3% | +5.3% | -5.7% |
| 6M | -22.2% | +5.3% | -27.5% | -26.3% |
| YTD | -39.7% | +37.6% | -77.3% | -48.8% |
| 1Y | -43.2% | +33.6% | -76.8% | -51.3% |
| All | -19.5% | +73.2% | -92.7% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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