+6.9%
FPS vs GRAB
-26.4%
+33.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -2.0% |
| 7D | +5.3% | -13.9% | +19.2% | +10.3% |
| 30D | -17.6% | -17.2% | -0.4% | -12.5% |
| 3M | -45.8% | -7.9% | -37.9% | -45.9% |
| 6M | -10.1% | -23.2% | +13.1% | -5.4% |
| All | +6.9% | -26.4% | +33.3% | +12.9% |
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