+64.8%
EWZ vs GRAB
-74.4%
+139.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.9% |
| 7D | -0.1% | -13.9% | +13.8% | +1.1% |
| 30D | +8.2% | -17.2% | +25.4% | +9.8% |
| 3M | +13.3% | -7.9% | +21.2% | +13.8% |
| 6M | +3.6% | -23.2% | +26.8% | +5.6% |
| YTD | +21.0% | -39.1% | +60.0% | +25.5% |
| 1Y | +34.7% | -42.5% | +77.2% | +40.1% |
| 3Y | +48.3% | -18.3% | +66.6% | +48.8% |
| 5Y | +60.1% | -71.7% | +131.8% | +65.6% |
| All | +64.8% | -74.4% | +139.3% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling