+135.7%
FOXA vs GRAB
-74.3%
+210.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +1.1% |
| 7D | +0.8% | -10.8% | +11.6% | +1.5% |
| 30D | +5.0% | -15.5% | +20.6% | +6.1% |
| 3M | -3.0% | -9.0% | +5.9% | -2.6% |
| 6M | +14.8% | -21.6% | +36.4% | +16.3% |
| YTD | -8.9% | -38.9% | +30.0% | -6.4% |
| 1Y | +13.3% | -44.8% | +58.2% | +17.0% |
| 3Y | +115.4% | -18.4% | +133.9% | +116.2% |
| 5Y | +95.3% | -71.6% | +166.9% | +88.4% |
| All | +135.7% | -74.3% | +210.0% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling