+40.4%
EWZ vs GRAB
-72.0%
+112.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | -25.5% | +5.7% | -31.2% | -25.9% |
| 3M | -4.5% | -11.0% | +6.4% | -3.8% |
| 6M | -15.3% | -8.8% | -6.5% | -14.9% |
| YTD | +3.1% | -33.3% | +36.3% | +6.0% |
| 1Y | +1.2% | -43.4% | +44.6% | +5.4% |
| 3Y | +19.3% | +1.8% | +17.4% | +17.7% |
| 5Y | +52.3% | -80.5% | +132.7% | +64.8% |
| All | +40.4% | -72.0% | +112.4% | +49.4% |
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