-41.9%
GRAB vs FIVE
+63.3%
-105.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.7% | +1.0% | +6.8% |
| 7D | +22.2% | +7.5% | +14.7% | +21.0% |
| 30D | +6.0% | +16.7% | -10.7% | +4.0% |
| 3M | -9.7% | +13.4% | -23.0% | -11.1% |
| 6M | -7.2% | +9.0% | -16.2% | -7.6% |
| YTD | -32.7% | +33.8% | -66.5% | -36.8% |
| 1Y | -41.9% | +61.2% | -103.1% | -48.1% |
| All | -41.9% | +63.3% | -105.2% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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