-74.3%
GRAB vs ET
+440.0%
-514.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.6% |
| 7D | -10.8% | +0.2% | -11.1% | -10.9% |
| 30D | -15.5% | +2.9% | -18.4% | -16.3% |
| 3M | -9.0% | +16.8% | -25.7% | -13.3% |
| 6M | -21.6% | +18.9% | -40.5% | -25.9% |
| YTD | -38.9% | +37.7% | -76.6% | -45.0% |
| 1Y | -44.8% | +32.4% | -77.3% | -49.8% |
| 3Y | -18.4% | +99.5% | -117.9% | -33.6% |
| 5Y | -71.6% | +244.0% | -315.6% | -78.6% |
| All | -74.3% | +440.0% | -514.4% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling