+130.0%
FERG vs GRAB
-74.4%
+204.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.8% |
| 7D | +0.9% | -13.9% | +14.8% | +2.1% |
| 30D | -15.1% | -17.2% | +2.1% | -13.8% |
| 3M | -4.8% | -7.9% | +3.0% | -4.3% |
| 6M | -2.5% | -23.2% | +20.8% | -0.5% |
| YTD | +1.8% | -39.1% | +40.9% | +5.6% |
| 1Y | -0.3% | -42.5% | +42.2% | +3.7% |
| 3Y | +52.9% | -18.3% | +71.2% | +53.5% |
| 5Y | +69.3% | -71.7% | +141.0% | +67.2% |
| All | +130.0% | -74.4% | +204.5% | +128.4% |
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