-72.8%
GRAB vs FIVE
+55.2%
-127.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.0% | +2.7% | -7.6% | -5.6% |
| 30D | +11.3% | +12.7% | -1.3% | +8.0% |
| 3M | -12.4% | +2.1% | -14.5% | -13.2% |
| 6M | -10.7% | +17.5% | -28.2% | -15.4% |
| YTD | -35.1% | +31.0% | -66.0% | -40.5% |
| 1Y | -41.5% | +67.7% | -109.3% | -49.8% |
| 3Y | -2.7% | +43.4% | -46.1% | -16.7% |
| 5Y | -80.2% | +18.1% | -98.3% | -82.9% |
| All | -72.8% | +55.2% | -127.9% | -77.4% |
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