-74.3%
GRAB vs FDS
-18.0%
-56.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.6% |
| 7D | -10.8% | -14.0% | +3.2% | -7.5% |
| 30D | -15.5% | -6.2% | -9.3% | -14.3% |
| 3M | -9.0% | +10.2% | -19.1% | -11.5% |
| 6M | -21.6% | +27.4% | -49.0% | -27.3% |
| YTD | -38.9% | -9.3% | -29.6% | -37.9% |
| 1Y | -44.8% | -28.6% | -16.2% | -39.3% |
| 3Y | -18.4% | -36.8% | +18.4% | -8.0% |
| 5Y | -71.6% | -28.6% | -43.0% | -69.0% |
| All | -74.3% | -18.0% | -56.4% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling