-41.9%
GRAB vs Z
-54.2%
+12.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +9.4% | -1.7% | +4.8% |
| 7D | +22.2% | +10.2% | +12.0% | +18.5% |
| 30D | +6.0% | +23.7% | -17.7% | -1.2% |
| 3M | -9.7% | -6.6% | -3.1% | -8.6% |
| 6M | -7.2% | -23.0% | +15.8% | -1.9% |
| YTD | -32.7% | -50.3% | +17.6% | -24.6% |
| 1Y | -41.9% | -53.6% | +11.7% | -33.9% |
| All | -41.9% | -54.2% | +12.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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