-71.2%
GRAB vs ESI
+67.8%
-139.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -10.8% | -4.6% | -6.2% | -9.1% |
| 30D | -15.5% | -10.5% | -5.0% | -11.8% |
| 3M | -9.0% | -19.8% | +10.9% | -2.2% |
| 6M | -21.6% | +5.8% | -27.4% | -27.0% |
| YTD | -38.9% | +38.3% | -77.2% | -50.8% |
| 1Y | -44.8% | +31.5% | -76.4% | -54.6% |
| 3Y | -18.4% | +80.7% | -99.1% | -46.9% |
| All | -71.2% | +67.8% | -139.0% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling