+59.4%
FDX vs GRAB
-18.9%
+78.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -0.7% |
| 7D | -2.3% | -13.9% | +11.6% | -0.4% |
| 30D | -4.9% | -17.2% | +12.3% | -2.6% |
| 3M | -6.5% | -7.9% | +1.4% | -5.7% |
| 6M | +6.7% | -23.2% | +29.9% | +10.0% |
| YTD | +33.9% | -39.1% | +73.0% | +41.6% |
| 1Y | +72.2% | -42.5% | +114.7% | +82.9% |
| All | +59.4% | -18.9% | +78.3% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling