-18.7%
GRAB vs FIVE
+52.3%
-71.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.7% | -3.7% | -6.1% |
| 7D | -13.9% | +1.7% | -15.5% | -14.1% |
| 30D | -17.2% | +5.0% | -22.2% | -17.7% |
| 3M | -7.9% | +29.5% | -37.4% | -11.2% |
| 6M | -23.2% | +12.4% | -35.7% | -24.8% |
| YTD | -39.1% | +31.2% | -70.3% | -41.7% |
| 1Y | -42.5% | +72.9% | -115.4% | -47.1% |
| All | -18.7% | +52.3% | -71.0% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling