-41.9%
GRAB vs EWJ
+18.0%
-59.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.4% | +6.3% | +7.0% |
| 7D | +22.2% | -1.2% | +23.4% | +22.9% |
| 30D | +6.0% | -5.5% | +11.5% | +8.9% |
| 3M | -9.7% | -0.8% | -8.9% | -9.2% |
| 6M | -7.2% | +7.1% | -14.3% | -10.7% |
| YTD | -32.7% | +16.9% | -49.5% | -39.9% |
| 1Y | -41.9% | +18.2% | -60.1% | -48.8% |
| All | -41.9% | +18.0% | -59.9% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling