+163.7%
FAST vs GRAB
-72.0%
+235.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +4.3% | -0.9% | +5.2% | +4.3% |
| 30D | +8.3% | +5.7% | +2.6% | +7.9% |
| 3M | +6.5% | -11.0% | +17.4% | +7.0% |
| 6M | +29.5% | -8.8% | +38.3% | +29.8% |
| YTD | +41.3% | -33.3% | +74.5% | +43.7% |
| 1Y | +37.4% | -43.4% | +80.8% | +41.0% |
| 3Y | +98.5% | +1.8% | +96.7% | +95.8% |
| 5Y | +111.1% | -80.5% | +191.6% | +107.3% |
| All | +163.7% | -72.0% | +235.7% | +150.3% |
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