+63.9%
EWZ vs GRAB
-71.2%
+135.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -5.3% | +11.8% | +7.0% |
| 30D | +4.8% | -8.6% | +13.4% | +5.6% |
| 3M | +9.9% | -1.2% | +11.0% | +9.8% |
| 6M | +1.9% | -16.6% | +18.5% | +3.3% |
| YTD | +20.3% | -31.5% | +51.8% | +23.6% |
| 1Y | +35.6% | -32.3% | +67.9% | +39.3% |
| 3Y | +43.4% | -10.7% | +54.1% | +42.8% |
| 5Y | +55.9% | -67.9% | +123.8% | +59.7% |
| All | +63.9% | -71.2% | +135.2% | +74.3% |
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