-74.7%
GRAB vs ZCMD
-100.0%
+25.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -12.0% | -2.0% | -10.0% | -12.0% |
| 30D | -19.5% | -19.8% | +0.3% | -19.5% |
| 3M | -8.0% | -62.1% | +54.1% | -8.3% |
| 6M | -22.2% | -99.5% | +77.3% | -17.4% |
| YTD | -39.7% | -99.7% | +60.1% | -35.2% |
| 1Y | -43.2% | -99.9% | +56.7% | -38.1% |
| 3Y | -19.1% | -100.0% | +80.9% | -3.0% |
| 5Y | -72.0% | -100.0% | +28.0% | -66.1% |
| All | -74.7% | -100.0% | +25.3% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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