-18.4%
GRAB vs ET
+96.2%
-114.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.7% |
| 7D | -10.8% | +0.2% | -11.1% | -10.9% |
| 30D | -15.5% | +2.9% | -18.4% | -16.5% |
| 3M | -9.0% | +16.8% | -25.7% | -14.9% |
| 6M | -21.6% | +18.9% | -40.5% | -27.8% |
| YTD | -38.9% | +37.7% | -76.6% | -47.9% |
| 1Y | -44.8% | +32.4% | -77.3% | -52.1% |
| 3Y | -18.4% | +99.5% | -117.9% | -42.8% |
| All | -18.4% | +96.2% | -114.6% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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