-49.5%
FLUT vs GRAB
-71.8%
+22.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +0.4% | -10.8% | +11.3% | +2.3% |
| 30D | +2.5% | -15.5% | +18.0% | +5.4% |
| 3M | -9.2% | -9.0% | -0.3% | -7.9% |
| 6M | -8.2% | -21.6% | +13.4% | -4.8% |
| YTD | -53.2% | -38.9% | -14.4% | -49.6% |
| 1Y | -65.6% | -44.8% | -20.7% | -62.4% |
| 3Y | -43.6% | -18.4% | -25.1% | -42.8% |
| All | -49.5% | -71.8% | +22.3% | -47.8% |
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