-51.7%
ZTS vs GRAB
-74.4%
+22.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.1% | +0.2% |
| 7D | -3.8% | -13.9% | +10.1% | -2.6% |
| 30D | -2.0% | -17.2% | +15.1% | -0.6% |
| 3M | -10.2% | -7.9% | -2.3% | -9.7% |
| 6M | -39.4% | -23.2% | -16.2% | -38.2% |
| YTD | -40.8% | -39.1% | -1.7% | -38.7% |
| 1Y | -50.1% | -42.5% | -7.6% | -48.1% |
| 3Y | -58.9% | -18.3% | -40.6% | -58.9% |
| 5Y | -62.4% | -71.7% | +9.4% | -62.2% |
| All | -51.7% | -74.4% | +22.7% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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