-48.3%
GRAB vs FGI
-66.2%
+17.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.4% | -10.4% | -1.2% |
| 7D | -12.0% | +22.8% | -34.8% | -12.4% |
| 30D | -19.5% | +85.9% | -105.5% | -21.9% |
| 3M | -8.0% | +32.4% | -40.3% | -10.1% |
| 6M | -22.2% | +106.3% | -128.6% | -26.2% |
| YTD | -39.7% | +48.4% | -88.1% | -42.3% |
| 1Y | -43.2% | +116.4% | -159.6% | -47.4% |
| 3Y | -19.1% | +9.2% | -28.2% | -23.7% |
| All | -48.3% | -66.2% | +17.9% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling