-72.0%
GRAB vs STZ
-37.5%
-34.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.4% |
| 7D | -12.0% | -4.1% | -7.9% | -11.1% |
| 30D | -19.5% | -7.6% | -11.9% | -18.1% |
| 3M | -8.0% | -12.3% | +4.3% | -5.3% |
| 6M | -22.2% | -16.3% | -5.9% | -19.3% |
| YTD | -39.7% | -8.4% | -31.3% | -39.2% |
| 1Y | -43.2% | -10.8% | -32.4% | -42.5% |
| 3Y | -19.1% | -49.0% | +29.9% | -5.5% |
| 5Y | -72.0% | -36.5% | -35.5% | -63.4% |
| All | -72.0% | -37.5% | -34.5% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 5y: compounded portfolio wealth divided by compounded STZ 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…
5y analysis · Full analysis span regression · 6 months rolling