-80.2%
GRAB vs EXPD
+63.3%
-143.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -6.9% | +3.6% | -10.5% | -7.9% |
| 30D | +8.7% | +0.3% | +8.4% | +8.4% |
| 3M | -10.2% | +6.1% | -16.3% | -12.2% |
| 6M | -11.0% | +27.4% | -38.3% | -18.3% |
| YTD | -35.1% | +32.0% | -67.1% | -41.9% |
| 1Y | -44.0% | +40.5% | -84.6% | -51.2% |
| 3Y | -0.9% | +75.7% | -76.6% | -23.6% |
| 5Y | -80.2% | +61.7% | -141.9% | -86.8% |
| All | -80.2% | +63.3% | -143.5% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 5y: compounded portfolio wealth divided by compounded EXPD 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…
5y analysis · Full analysis span regression · 6 months rolling