-70.7%
FIS vs GRAB
-74.3%
+3.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | 0.0% |
| 7D | -7.9% | -10.8% | +2.9% | -7.0% |
| 30D | -8.0% | -15.5% | +7.5% | -6.6% |
| 3M | +0.6% | -9.0% | +9.6% | +1.4% |
| 6M | -22.2% | -21.6% | -0.6% | -20.6% |
| YTD | -40.8% | -38.9% | -1.9% | -38.4% |
| 1Y | -41.5% | -44.8% | +3.3% | -38.9% |
| 3Y | -25.5% | -18.4% | -7.0% | -25.3% |
| 5Y | -64.8% | -71.6% | +6.9% | -65.0% |
| All | -70.7% | -74.3% | +3.7% | -69.6% |
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