-41.9%
GRAB vs EXE
-18.4%
-23.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.9% | +10.6% | +7.2% |
| 7D | +22.2% | -4.7% | +26.8% | +21.3% |
| 30D | +6.0% | +1.0% | +5.0% | +6.1% |
| 3M | -9.7% | -5.6% | -4.1% | -10.1% |
| 6M | -7.2% | -12.3% | +5.1% | -7.2% |
| YTD | -32.7% | -19.5% | -13.2% | -32.8% |
| 1Y | -41.9% | -18.9% | -23.0% | -43.8% |
| All | -41.9% | -18.4% | -23.5% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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