+60.3%
FCX vs GRAB
-39.6%
+99.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.3% | -0.9% |
| 7D | -6.0% | +22.2% | -28.2% | -11.8% |
| 30D | -13.6% | +6.0% | -19.6% | -15.0% |
| 3M | -6.8% | -9.7% | +2.9% | -3.1% |
| 6M | +13.2% | -7.2% | +20.4% | +15.3% |
| YTD | +24.4% | -32.7% | +57.1% | +43.5% |
| 1Y | +60.3% | -41.9% | +102.2% | +96.3% |
| All | +60.3% | -39.6% | +99.9% | +96.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling