-72.8%
GRAB vs EXR
+77.3%
-150.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | +11.3% | +18.2% | -6.9% | +7.8% |
| 3M | -12.4% | +7.3% | -19.8% | -13.6% |
| 6M | -10.7% | +13.8% | -24.6% | -13.1% |
| YTD | -35.1% | +25.9% | -61.0% | -38.1% |
| 1Y | -41.5% | +25.8% | -67.3% | -44.3% |
| 3Y | -2.7% | +53.7% | -56.4% | -12.5% |
| 5Y | -80.2% | -1.8% | -78.5% | -81.2% |
| All | -72.8% | +77.3% | -150.0% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling