+115.0%
FCX vs GRAB
-72.0%
+187.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.4% |
| 7D | -1.9% | -12.0% | +10.1% | +0.2% |
| 30D | +3.4% | -19.5% | +22.9% | +7.2% |
| 3M | +15.0% | -8.0% | +22.9% | +16.2% |
| 6M | +14.6% | -22.2% | +36.9% | +19.5% |
| YTD | +41.2% | -39.7% | +80.9% | +53.2% |
| 1Y | +60.4% | -43.2% | +103.6% | +75.4% |
| 3Y | +88.4% | -19.1% | +107.5% | +92.2% |
| 5Y | +115.0% | -72.0% | +187.0% | +120.9% |
| All | +115.0% | -72.0% | +187.0% | +120.9% |
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