+66.7%
FITB vs GRAB
-71.8%
+138.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -0.3% | -10.8% | +10.5% | +0.7% |
| 30D | -5.7% | -15.5% | +9.8% | -4.3% |
| 3M | +3.2% | -9.0% | +12.1% | +3.9% |
| 6M | +23.4% | -21.6% | +45.0% | +25.9% |
| YTD | +18.8% | -38.9% | +57.7% | +23.6% |
| 1Y | +25.0% | -44.8% | +69.8% | +31.0% |
| 3Y | +131.2% | -18.4% | +149.6% | +132.2% |
| All | +66.7% | -71.8% | +138.5% | +61.4% |
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 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