-74.7%
GRAB vs ZBH
-33.6%
-41.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | -12.0% | -6.6% | -5.4% | -10.4% |
| 30D | -19.5% | -4.9% | -14.6% | -18.5% |
| 3M | -8.0% | +5.1% | -13.1% | -9.3% |
| 6M | -22.2% | +1.3% | -23.6% | -22.9% |
| YTD | -39.7% | +3.4% | -43.0% | -40.6% |
| 1Y | -43.2% | -8.7% | -34.5% | -42.4% |
| 3Y | -19.1% | -21.2% | +2.1% | -15.5% |
| 5Y | -72.0% | -29.2% | -42.8% | -71.2% |
| All | -74.7% | -33.6% | -41.1% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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