-32.3%
GRAB vs EXE
+3.1%
-35.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -8.6% | +8.5% | -17.0% | -8.1% |
| 3M | -1.2% | +5.5% | -6.6% | -0.3% |
| 6M | -16.6% | -5.9% | -10.7% | -15.5% |
| YTD | -31.5% | -9.7% | -21.7% | -30.5% |
| 1Y | -32.3% | +3.6% | -35.9% | -23.3% |
| All | -32.3% | +3.1% | -35.4% | -23.3% |
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