-45.4%
FLUT vs GRAB
-74.4%
+29.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.4% |
| 7D | -2.6% | -13.9% | +11.3% | -0.4% |
| 30D | +5.4% | -17.2% | +22.5% | +8.4% |
| 3M | -10.8% | -7.9% | -2.9% | -9.7% |
| 6M | -9.2% | -23.2% | +14.0% | -5.7% |
| YTD | -53.8% | -39.1% | -14.7% | -50.4% |
| 1Y | -66.0% | -42.5% | -23.4% | -63.2% |
| 3Y | -44.7% | -18.3% | -26.4% | -43.9% |
| 5Y | -50.6% | -71.7% | +21.1% | -48.8% |
| All | -45.4% | -74.4% | +29.1% | -39.9% |
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