-44.8%
GRAB vs ETR
+21.8%
-66.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -10.8% | -1.8% | -9.0% | -10.7% |
| 30D | -15.5% | -1.8% | -13.8% | -15.4% |
| 3M | -9.0% | -3.6% | -5.4% | -8.8% |
| 6M | -21.6% | +2.6% | -24.2% | -22.7% |
| YTD | -38.9% | +16.0% | -54.9% | -44.2% |
| 1Y | -44.8% | +20.1% | -65.0% | -48.3% |
| All | -44.8% | +21.8% | -66.6% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling