-74.3%
GRAB vs FANG
+520.2%
-594.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -10.8% | +2.9% | -13.7% | -11.3% |
| 30D | -15.5% | +2.6% | -18.1% | -16.0% |
| 3M | -9.0% | +7.6% | -16.5% | -10.6% |
| 6M | -21.6% | +17.3% | -38.9% | -24.9% |
| YTD | -38.9% | +38.7% | -77.6% | -43.7% |
| 1Y | -44.8% | +51.6% | -96.5% | -50.2% |
| 3Y | -18.4% | +50.0% | -68.4% | -28.0% |
| 5Y | -71.6% | +237.6% | -309.2% | -77.5% |
| All | -74.3% | +520.2% | -594.5% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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