+106.8%
FAST vs GRAB
-69.6%
+176.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.5% | -0.2% |
| 7D | +1.3% | -6.1% | +7.4% | +1.6% |
| 30D | -4.7% | -11.2% | +6.5% | -4.1% |
| 3M | +7.9% | -2.4% | +10.3% | +8.0% |
| 6M | +7.4% | -18.3% | +25.8% | +8.5% |
| YTD | +25.1% | -34.9% | +59.9% | +27.9% |
| 1Y | +4.7% | -37.4% | +42.1% | +7.1% |
| 3Y | +94.7% | -12.6% | +107.3% | +93.4% |
| 5Y | +106.8% | -69.7% | +176.5% | +96.9% |
| All | +106.8% | -69.6% | +176.4% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling