-78.3%
GRAB vs FE
+47.0%
-125.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -5.0% | +1.2% | -6.2% | -5.1% |
| 30D | +11.3% | +4.5% | +6.8% | +11.0% |
| 3M | -12.4% | +1.3% | -13.8% | -12.5% |
| 6M | -10.7% | +8.7% | -19.4% | -11.3% |
| YTD | -35.1% | +9.2% | -44.3% | -35.6% |
| 1Y | -41.5% | +7.0% | -48.5% | -41.9% |
| 3Y | -2.7% | +51.4% | -54.1% | -6.2% |
| All | -78.3% | +47.0% | -125.3% | -79.5% |
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