-18.7%
GRAB vs EXR
+21.4%
-40.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -3.9% | -6.0% |
| 7D | -13.9% | -3.1% | -10.8% | -13.3% |
| 30D | -17.2% | -7.5% | -9.6% | -15.9% |
| 3M | -7.9% | -7.5% | -0.4% | -6.5% |
| 6M | -23.2% | -5.2% | -18.0% | -22.6% |
| YTD | -39.1% | +6.5% | -45.6% | -40.0% |
| 1Y | -42.5% | -2.0% | -40.5% | -42.6% |
| All | -18.7% | +21.4% | -40.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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