-74.4%
GRAB vs EXEL
+200.4%
-274.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.1% | -7.6% | -6.6% |
| 7D | -13.9% | -0.3% | -13.5% | -13.8% |
| 30D | -17.2% | +10.1% | -27.3% | -18.4% |
| 3M | -7.9% | +10.1% | -18.0% | -9.3% |
| 6M | -23.2% | +37.7% | -60.9% | -27.1% |
| YTD | -39.1% | +33.1% | -72.2% | -41.9% |
| 1Y | -42.5% | +52.4% | -94.9% | -46.5% |
| 3Y | -18.3% | +163.8% | -182.1% | -32.1% |
| 5Y | -71.7% | +198.5% | -270.2% | -77.2% |
| All | -74.4% | +200.4% | -274.8% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling