+76.2%
FDX vs GRAB
-79.2%
+155.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.2% | -5.0% | +10.2% | +5.7% |
| 30D | +11.3% | +11.3% | -0.1% | +10.0% |
| 3M | -4.1% | -12.4% | +8.3% | -3.1% |
| 6M | +9.6% | -10.7% | +20.4% | +10.5% |
| YTD | +40.9% | -35.1% | +76.0% | +46.0% |
| 1Y | +53.0% | -41.5% | +94.5% | +60.0% |
| 3Y | +74.1% | -2.7% | +76.8% | +71.2% |
| All | +76.2% | -79.2% | +155.4% | +68.1% |
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 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