-72.0%
GRAB vs FDS
-28.1%
-43.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | +0.6% |
| 7D | -12.0% | -16.0% | +4.0% | -7.8% |
| 30D | -19.5% | -6.7% | -12.8% | -18.1% |
| 3M | -8.0% | +6.0% | -13.9% | -10.0% |
| 6M | -22.2% | +25.1% | -47.3% | -28.2% |
| YTD | -39.7% | -8.1% | -31.5% | -38.7% |
| 1Y | -43.2% | -26.0% | -17.2% | -37.3% |
| 3Y | -19.1% | -36.4% | +17.3% | -7.1% |
| 5Y | -72.0% | -27.7% | -44.3% | -69.2% |
| All | -72.0% | -28.1% | -43.9% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling