+37.6%
EWZ vs GRAB
-72.8%
+110.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.8% |
| 7D | +0.1% | -6.9% | +7.0% | +0.7% |
| 30D | -25.9% | +8.7% | -34.6% | -26.4% |
| 3M | -6.1% | -10.2% | +4.1% | -5.5% |
| 6M | -16.1% | -11.0% | -5.1% | -15.6% |
| YTD | +1.0% | -35.1% | +36.1% | +4.1% |
| 1Y | 0.0% | -44.0% | +44.0% | +4.2% |
| 3Y | +16.8% | -0.9% | +17.8% | +15.6% |
| 5Y | +52.1% | -80.2% | +132.3% | +64.3% |
| All | +37.6% | -72.8% | +110.3% | +46.7% |
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