-41.9%
GRAB vs FE
+6.1%
-48.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | +22.2% | +1.7% | +20.5% | +22.1% |
| 30D | +6.0% | +8.1% | -2.1% | +6.0% |
| 3M | -9.7% | -1.3% | -8.4% | -9.8% |
| 6M | -7.2% | +2.9% | -10.1% | -7.2% |
| YTD | -32.7% | +8.6% | -41.2% | -35.2% |
| 1Y | -41.9% | +6.3% | -48.3% | -42.9% |
| All | -41.9% | +6.1% | -48.0% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling