-74.3%
GRAB vs EWJ
+71.2%
-145.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | -0.3% |
| 7D | -10.8% | +0.3% | -11.1% | -11.0% |
| 30D | -15.5% | +0.8% | -16.3% | -16.0% |
| 3M | -9.0% | +7.5% | -16.5% | -14.1% |
| 6M | -21.6% | +15.6% | -37.2% | -30.1% |
| YTD | -38.9% | +22.7% | -61.6% | -48.4% |
| 1Y | -44.8% | +26.4% | -71.3% | -54.5% |
| 3Y | -18.4% | +72.5% | -91.0% | -49.9% |
| 5Y | -71.6% | +52.4% | -124.1% | -82.7% |
| All | -74.3% | +71.2% | -145.5% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling