-71.2%
GRAB vs ZM
-68.2%
-3.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -10.8% | -5.7% | -5.1% | -8.4% |
| 30D | -15.5% | -9.1% | -6.4% | -12.3% |
| 3M | -9.0% | +3.5% | -12.5% | -11.2% |
| 6M | -21.6% | +25.7% | -47.3% | -31.7% |
| YTD | -38.9% | +10.8% | -49.6% | -44.4% |
| 1Y | -44.8% | +12.8% | -57.6% | -50.6% |
| 3Y | -18.4% | +33.1% | -51.6% | -35.8% |
| All | -71.2% | -68.2% | -3.0% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling