+132.9%
FOXA vs GRAB
-74.7%
+207.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.1% |
| 7D | -3.7% | -12.0% | +8.3% | -3.0% |
| 30D | +5.4% | -19.5% | +24.9% | +6.7% |
| 3M | -3.7% | -8.0% | +4.2% | -3.4% |
| 6M | +12.6% | -22.2% | +34.8% | +14.1% |
| YTD | -10.0% | -39.7% | +29.7% | -7.4% |
| 1Y | +15.0% | -43.2% | +58.2% | +18.6% |
| 3Y | +115.1% | -19.1% | +134.2% | +116.1% |
| 5Y | +93.0% | -72.0% | +165.0% | +86.4% |
| All | +132.9% | -74.7% | +207.6% | +130.6% |
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