+162.5%
EWY vs GRAB
-74.7%
+237.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.1% |
| 7D | +1.2% | -12.0% | +13.2% | +2.7% |
| 30D | +9.3% | -19.5% | +28.8% | +12.1% |
| 3M | +2.4% | -8.0% | +10.4% | +3.2% |
| 6M | +40.3% | -22.2% | +62.5% | +44.2% |
| YTD | +88.0% | -39.7% | +127.7% | +98.3% |
| 1Y | +143.8% | -43.2% | +187.0% | +158.7% |
| 3Y | +217.8% | -19.1% | +236.9% | +220.7% |
| 5Y | +142.7% | -72.0% | +214.7% | +144.3% |
| All | +162.5% | -74.7% | +237.2% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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