+115.4%
FOXA vs GRAB
-18.7%
+134.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +1.0% |
| 7D | +0.8% | -10.8% | +11.6% | +2.3% |
| 30D | +5.0% | -15.5% | +20.6% | +7.4% |
| 3M | -3.0% | -9.0% | +5.9% | -2.1% |
| 6M | +14.8% | -21.6% | +36.4% | +18.3% |
| YTD | -8.9% | -38.9% | +30.0% | -2.9% |
| 1Y | +13.3% | -44.8% | +58.2% | +22.0% |
| 3Y | +115.4% | -18.4% | +133.9% | +117.0% |
| All | +115.4% | -18.7% | +134.1% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling