+247.0%
FCX vs GRAB
-74.4%
+321.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.7% |
| 7D | +3.1% | -13.9% | +17.0% | +5.8% |
| 30D | +8.1% | -17.2% | +25.3% | +11.7% |
| 3M | +18.9% | -7.9% | +26.8% | +20.2% |
| 6M | +26.6% | -23.2% | +49.8% | +32.4% |
| YTD | +51.2% | -39.1% | +90.2% | +64.3% |
| 1Y | +75.6% | -42.5% | +118.1% | +92.4% |
| 3Y | +101.7% | -18.3% | +120.0% | +105.1% |
| 5Y | +134.6% | -71.7% | +206.4% | +154.7% |
| All | +247.0% | -74.4% | +321.4% | +300.4% |
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