-18.4%
GRAB vs Z
-36.5%
+18.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +0.4% |
| 7D | -10.8% | -6.0% | -4.8% | -9.5% |
| 30D | -15.5% | -2.3% | -13.2% | -15.2% |
| 3M | -9.0% | -0.6% | -8.3% | -9.1% |
| 6M | -21.6% | -27.6% | +6.0% | -16.6% |
| YTD | -38.9% | -52.4% | +13.5% | -30.0% |
| 1Y | -44.8% | -63.6% | +18.7% | -33.7% |
| 3Y | -18.4% | -36.4% | +17.9% | -2.3% |
| All | -18.4% | -36.5% | +18.1% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling