+93.1%
FOXA vs GRAB
-71.8%
+164.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +1.1% |
| 7D | +0.8% | -10.8% | +11.6% | +1.7% |
| 30D | +5.0% | -15.5% | +20.6% | +6.4% |
| 3M | -3.0% | -9.0% | +5.9% | -2.5% |
| 6M | +14.8% | -21.6% | +36.4% | +16.8% |
| YTD | -8.9% | -38.9% | +30.0% | -5.6% |
| 1Y | +13.3% | -44.8% | +58.2% | +18.2% |
| 3Y | +115.4% | -18.4% | +133.9% | +116.0% |
| All | +93.1% | -71.8% | +164.9% | +96.0% |
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 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