-71.2%
GRAB vs FE
+123.9%
-195.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -5.3% | +1.9% | -7.2% | -5.3% |
| 30D | -8.6% | -1.2% | -7.4% | -8.5% |
| 3M | -1.2% | +3.5% | -4.6% | -1.3% |
| 6M | -16.6% | -6.1% | -10.5% | -16.3% |
| YTD | -31.5% | +7.6% | -39.1% | -31.8% |
| 1Y | -32.3% | +11.9% | -44.2% | -32.7% |
| 3Y | -10.7% | +48.4% | -59.1% | -12.5% |
| 5Y | -67.9% | +44.8% | -112.7% | -68.4% |
| All | -71.2% | +123.9% | -195.1% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling