+67.7%
FERG vs GRAB
-71.8%
+139.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -2.6% | -10.8% | +8.2% | -1.6% |
| 30D | -8.9% | -15.5% | +6.6% | -7.5% |
| 3M | -2.0% | -9.0% | +6.9% | -1.3% |
| 6M | -3.2% | -21.6% | +18.4% | -1.3% |
| YTD | +1.5% | -38.9% | +40.4% | +5.5% |
| 1Y | +0.5% | -44.8% | +45.3% | +5.3% |
| 3Y | +50.4% | -18.4% | +68.9% | +51.0% |
| All | +67.7% | -71.8% | +139.5% | +61.9% |
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