-78.7%
GRAB vs EXE
+187.5%
-266.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -6.3% |
| 7D | -13.9% | -2.7% | -11.2% | -13.6% |
| 30D | -17.2% | -0.4% | -16.8% | -17.1% |
| 3M | -7.9% | +9.5% | -17.4% | -9.2% |
| 6M | -23.2% | -9.3% | -13.9% | -22.3% |
| YTD | -39.1% | -10.9% | -28.2% | -38.3% |
| 1Y | -42.5% | +4.3% | -46.8% | -43.4% |
| 3Y | -18.3% | +18.8% | -37.1% | -20.8% |
| 5Y | -71.7% | +101.4% | -173.1% | -73.5% |
| All | -78.7% | +187.5% | -266.3% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling