-22.6%
FPS vs GRAB
-18.6%
-4.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +7.7% | -25.0% | -18.3% |
| 7D | -23.3% | +22.2% | -45.5% | -26.3% |
| 30D | -42.4% | +6.0% | -48.4% | -43.0% |
| 3M | -43.0% | -9.7% | -33.4% | -40.3% |
| 6M | -44.5% | -7.2% | -37.3% | -43.6% |
| All | -22.6% | -18.6% | -4.0% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling