-74.3%
GRAB vs ZM
-78.0%
+3.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -10.8% | -5.7% | -5.1% | -8.5% |
| 30D | -15.5% | -9.1% | -6.4% | -12.4% |
| 3M | -9.0% | +3.5% | -12.5% | -11.1% |
| 6M | -21.6% | +25.7% | -47.3% | -31.2% |
| YTD | -38.9% | +10.8% | -49.6% | -44.1% |
| 1Y | -44.8% | +12.8% | -57.6% | -50.3% |
| 3Y | -18.4% | +33.1% | -51.6% | -34.6% |
| 5Y | -71.6% | -68.3% | -3.3% | -61.9% |
| All | -74.3% | -78.0% | +3.7% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling