-44.8%
GRAB vs ESTC
-7.7%
-37.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -10.8% | -9.2% | -1.6% | -9.6% |
| 30D | -15.5% | +8.1% | -23.6% | -17.0% |
| 3M | -9.0% | +38.5% | -47.4% | -14.3% |
| 6M | -21.6% | +57.8% | -79.4% | -27.4% |
| YTD | -38.9% | +10.5% | -49.4% | -40.3% |
| 1Y | -44.8% | -6.4% | -38.5% | -42.5% |
| All | -44.8% | -7.7% | -37.1% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling