-69.7%
GRAB vs EXPD
+60.9%
-130.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.5% | -3.5% | -4.5% |
| 7D | -6.1% | -0.9% | -5.1% | -5.8% |
| 30D | -11.2% | +4.1% | -15.3% | -12.3% |
| 3M | -2.4% | +13.8% | -16.2% | -6.4% |
| 6M | -18.3% | +27.3% | -45.6% | -24.6% |
| YTD | -34.9% | +25.4% | -60.3% | -40.2% |
| 1Y | -37.4% | +54.4% | -91.8% | -47.0% |
| 3Y | -12.6% | +67.9% | -80.5% | -30.3% |
| 5Y | -69.7% | +59.2% | -128.9% | -77.6% |
| All | -69.7% | +60.9% | -130.7% | -77.6% |
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