-72.7%
GRAB vs Z
-70.2%
-2.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.4% | +1.5% | -2.6% |
| 7D | -6.1% | -3.3% | -2.8% | -4.9% |
| 30D | -11.2% | -3.7% | -7.5% | -10.2% |
| 3M | -2.4% | -7.0% | +4.6% | -0.6% |
| 6M | -18.3% | -29.5% | +11.2% | -8.3% |
| YTD | -34.9% | -52.6% | +17.7% | -16.3% |
| 1Y | -37.4% | -64.0% | +26.6% | -11.6% |
| 3Y | -12.6% | -36.4% | +23.8% | -9.2% |
| 5Y | -69.7% | -65.8% | -4.0% | -64.1% |
| All | -72.7% | -70.2% | -2.5% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling