-74.4%
GRAB vs ETR
+139.3%
-213.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -6.3% |
| 7D | -13.9% | +0.4% | -14.3% | -13.9% |
| 30D | -17.2% | +2.0% | -19.2% | -17.4% |
| 3M | -7.9% | -1.7% | -6.2% | -7.7% |
| 6M | -23.2% | +3.6% | -26.8% | -23.8% |
| YTD | -39.1% | +18.0% | -57.1% | -40.9% |
| 1Y | -42.5% | +26.2% | -68.8% | -44.7% |
| 3Y | -18.3% | +148.0% | -166.3% | -22.6% |
| 5Y | -71.7% | +126.1% | -197.8% | -72.8% |
| All | -74.4% | +139.3% | -213.7% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling