-19.5%
GRAB vs EXEL
+160.7%
-180.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.9% |
| 7D | -12.0% | -2.9% | -9.1% | -11.8% |
| 30D | -19.5% | +11.9% | -31.4% | -20.3% |
| 3M | -8.0% | +9.2% | -17.2% | -8.6% |
| 6M | -22.2% | +39.1% | -61.3% | -24.5% |
| YTD | -39.7% | +31.0% | -70.7% | -41.2% |
| 1Y | -43.2% | +52.3% | -95.5% | -45.3% |
| All | -19.5% | +160.7% | -180.2% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling