-71.7%
GRAB vs FIVE
+35.6%
-107.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.7% | -3.7% | -5.8% |
| 7D | -13.9% | +1.7% | -15.5% | -14.2% |
| 30D | -17.2% | +5.0% | -22.2% | -18.3% |
| 3M | -7.9% | +29.5% | -37.4% | -14.2% |
| 6M | -23.2% | +12.4% | -35.7% | -26.5% |
| YTD | -39.1% | +31.2% | -70.3% | -44.1% |
| 1Y | -42.5% | +72.9% | -115.4% | -51.2% |
| 3Y | -18.3% | +53.0% | -71.3% | -31.7% |
| 5Y | -71.7% | +34.2% | -105.9% | -75.0% |
| All | -71.7% | +35.6% | -107.4% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling