-70.0%
FIS vs GRAB
-72.7%
+2.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.0% | -0.9% | -5.5% |
| 7D | -3.5% | -6.1% | +2.6% | -2.9% |
| 30D | -7.8% | -11.2% | +3.4% | -6.9% |
| 3M | +0.8% | -2.4% | +3.2% | +1.1% |
| 6M | -21.9% | -18.3% | -3.6% | -20.6% |
| YTD | -39.5% | -34.9% | -4.6% | -37.5% |
| 1Y | -41.0% | -37.4% | -3.6% | -39.0% |
| 3Y | -23.6% | -12.6% | -11.0% | -23.9% |
| 5Y | -65.6% | -69.7% | +4.1% | -66.0% |
| All | -70.0% | -72.7% | +2.6% | -69.1% |
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 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