-72.7%
GRAB vs FDS
-8.7%
-63.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.3% | -0.7% | -3.9% |
| 7D | -6.1% | -5.4% | -0.7% | -4.8% |
| 30D | -11.2% | +1.6% | -12.8% | -11.6% |
| 3M | -2.4% | +17.7% | -20.1% | -6.7% |
| 6M | -18.3% | +29.1% | -47.4% | -24.3% |
| YTD | -34.9% | +1.0% | -35.8% | -35.5% |
| 1Y | -37.4% | -21.6% | -15.8% | -32.5% |
| 3Y | -12.6% | -30.1% | +17.5% | -3.7% |
| 5Y | -69.7% | -20.7% | -49.0% | -67.8% |
| All | -72.7% | -8.7% | -63.9% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling