+110.2%
FAST vs GRAB
-77.4%
+187.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.7% |
| 7D | +4.8% | +7.4% | -2.6% | +4.3% |
| 30D | +8.6% | +5.0% | +3.6% | +8.2% |
| 3M | +5.7% | -8.7% | +14.4% | +6.1% |
| 6M | +25.5% | -9.9% | +35.4% | +25.9% |
| YTD | +39.6% | -32.9% | +72.5% | +42.4% |
| 1Y | +35.5% | -43.2% | +78.7% | +39.5% |
| 3Y | +96.2% | +2.4% | +93.8% | +92.8% |
| 5Y | +110.2% | -77.9% | +188.1% | +100.8% |
| All | +110.2% | -77.4% | +187.6% | +100.8% |
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