+769.7%
FLEX vs GRAB
-71.2%
+840.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -5.3% | +4.4% | -0.1% |
| 30D | -10.1% | -8.6% | -1.6% | -8.9% |
| 3M | -31.3% | -1.2% | -30.2% | -31.4% |
| 6M | +71.3% | -16.6% | +87.9% | +75.7% |
| YTD | +81.2% | -31.5% | +112.7% | +91.0% |
| 1Y | +98.5% | -32.3% | +130.8% | +109.5% |
| 3Y | +428.2% | -10.7% | +438.9% | +431.6% |
| 5Y | +657.3% | -67.9% | +725.1% | +673.8% |
| All | +769.7% | -71.2% | +840.9% | +800.5% |
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 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