-74.3%
GRAB vs ETR
+135.1%
-209.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -10.8% | -1.8% | -9.0% | -10.6% |
| 30D | -15.5% | -1.8% | -13.8% | -15.3% |
| 3M | -9.0% | -3.6% | -5.4% | -8.6% |
| 6M | -21.6% | +2.6% | -24.2% | -22.1% |
| YTD | -38.9% | +16.0% | -54.9% | -40.6% |
| 1Y | -44.8% | +20.1% | -65.0% | -46.6% |
| 3Y | -18.4% | +143.6% | -162.0% | -22.6% |
| 5Y | -71.6% | +124.4% | -196.0% | -72.6% |
| All | -74.3% | +135.1% | -209.5% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling