-18.7%
GRAB vs ESTC
+11.0%
-29.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -6.1% |
| 7D | -13.9% | -3.3% | -10.5% | -13.5% |
| 30D | -17.2% | +13.4% | -30.6% | -19.2% |
| 3M | -7.9% | +41.3% | -49.2% | -13.4% |
| 6M | -23.2% | +62.6% | -85.8% | -29.6% |
| YTD | -39.1% | +14.8% | -53.8% | -41.3% |
| 1Y | -42.5% | -5.1% | -37.5% | -43.1% |
| All | -18.7% | +11.0% | -29.7% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling