-71.7%
GRAB vs FE
+46.0%
-117.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -5.9% | -6.4% |
| 7D | -13.9% | -0.2% | -13.7% | -13.9% |
| 30D | -17.2% | -1.2% | -16.0% | -17.1% |
| 3M | -7.9% | +1.7% | -9.5% | -8.0% |
| 6M | -23.2% | -7.5% | -15.8% | -23.0% |
| YTD | -39.1% | +6.3% | -45.4% | -39.3% |
| 1Y | -42.5% | +10.9% | -53.4% | -42.8% |
| 3Y | -18.3% | +46.9% | -65.2% | -19.6% |
| 5Y | -71.7% | +47.6% | -119.3% | -70.6% |
| All | -71.7% | +46.0% | -117.7% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling