+49.5%
FDX vs GRAB
-74.7%
+124.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -3.9% | -12.0% | +8.1% | -2.7% |
| 30D | -3.3% | -19.5% | +16.2% | -1.4% |
| 3M | -2.0% | -8.0% | +6.0% | -1.4% |
| 6M | +8.0% | -22.2% | +30.3% | +10.4% |
| YTD | +35.0% | -39.7% | +74.7% | +40.9% |
| 1Y | +73.7% | -43.2% | +116.9% | +81.8% |
| 3Y | +61.6% | -19.1% | +80.7% | +61.8% |
| 5Y | +65.4% | -72.0% | +137.4% | +67.3% |
| All | +49.5% | -74.7% | +124.2% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling