-72.7%
GRAB vs ESI
+178.8%
-251.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.5% | -5.2% |
| 7D | -6.1% | +5.4% | -11.5% | -7.9% |
| 30D | -11.2% | -4.2% | -7.0% | -10.0% |
| 3M | -2.4% | -9.6% | +7.2% | -0.6% |
| 6M | -18.3% | +18.3% | -36.7% | -26.7% |
| YTD | -34.9% | +45.8% | -80.7% | -47.3% |
| 1Y | -37.4% | +39.2% | -76.5% | -48.4% |
| 3Y | -12.6% | +86.3% | -98.9% | -40.0% |
| 5Y | -69.7% | +76.2% | -146.0% | -78.9% |
| All | -72.7% | +178.8% | -251.4% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling