-71.2%
GRAB vs EXPD
+124.9%
-196.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -5.3% | -1.1% | -4.1% | -5.0% |
| 30D | -8.6% | +4.1% | -12.6% | -9.6% |
| 3M | -1.2% | +17.9% | -19.1% | -6.1% |
| 6M | -16.6% | +29.2% | -45.8% | -23.1% |
| YTD | -31.5% | +27.4% | -58.8% | -37.1% |
| 1Y | -32.3% | +56.8% | -89.1% | -42.4% |
| 3Y | -10.7% | +68.0% | -78.7% | -27.5% |
| 5Y | -67.9% | +61.9% | -129.7% | -75.4% |
| All | -71.2% | +124.9% | -196.2% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling