-42.5%
GRAB vs FGI
+93.3%
-135.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.8% | -6.5% |
| 7D | -13.9% | +14.7% | -28.6% | -14.2% |
| 30D | -17.2% | +67.0% | -84.1% | -19.3% |
| 3M | -7.9% | +31.0% | -38.9% | -9.9% |
| 6M | -23.2% | +126.8% | -150.1% | -27.5% |
| YTD | -39.1% | +35.6% | -74.7% | -41.6% |
| 1Y | -42.5% | +108.9% | -151.5% | -46.4% |
| All | -42.5% | +93.3% | -135.8% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling