-71.2%
GRAB vs FIVE
+58.6%
-129.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.3% |
| 7D | -5.3% | +4.3% | -9.5% | -6.3% |
| 30D | -8.6% | +12.5% | -21.1% | -11.5% |
| 3M | -1.2% | +31.2% | -32.4% | -8.2% |
| 6M | -16.6% | +14.4% | -31.0% | -20.5% |
| YTD | -31.5% | +33.9% | -65.4% | -37.4% |
| 1Y | -32.3% | +65.1% | -97.3% | -41.7% |
| 3Y | -10.7% | +49.0% | -59.7% | -24.5% |
| 5Y | -67.9% | +30.3% | -98.2% | -72.8% |
| All | -71.2% | +58.6% | -129.9% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling