+14.4%
FIX vs GRAB
-39.6%
+54.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.7% | -22.8% | -16.6% |
| 7D | -18.9% | +22.2% | -41.1% | -23.1% |
| 30D | -36.3% | +6.0% | -42.3% | -37.2% |
| 3M | -38.5% | -9.7% | -28.8% | -36.1% |
| 6M | -42.3% | -7.2% | -35.1% | -41.4% |
| YTD | +17.1% | -32.7% | +49.8% | +37.9% |
| 1Y | +14.4% | -41.9% | +56.3% | +47.5% |
| All | +14.4% | -39.6% | +54.0% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling