-74.3%
GRAB vs FIVE
+53.9%
-128.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.0% |
| 7D | -10.8% | -3.0% | -7.8% | -10.1% |
| 30D | -15.5% | +2.7% | -18.2% | -16.2% |
| 3M | -9.0% | +21.1% | -30.1% | -13.7% |
| 6M | -21.6% | +11.9% | -33.5% | -24.8% |
| YTD | -38.9% | +29.9% | -68.7% | -43.7% |
| 1Y | -44.8% | +67.8% | -112.6% | -52.7% |
| 3Y | -18.4% | +52.8% | -71.2% | -32.1% |
| 5Y | -71.6% | +31.3% | -102.9% | -76.0% |
| All | -74.3% | +53.9% | -128.2% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling