-12.6%
GRAB vs FE
+48.5%
-61.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.9% |
| 7D | -6.1% | +0.6% | -6.7% | -6.1% |
| 30D | -11.2% | -2.1% | -9.1% | -11.1% |
| 3M | -2.4% | +2.6% | -5.0% | -2.6% |
| 6M | -18.3% | -6.8% | -11.6% | -17.9% |
| YTD | -34.9% | +6.9% | -41.7% | -35.3% |
| 1Y | -37.4% | +11.6% | -48.9% | -37.9% |
| 3Y | -12.6% | +47.7% | -60.3% | -15.2% |
| All | -12.6% | +48.5% | -61.1% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling