-32.3%
GRAB vs FLR
+31.2%
-63.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -5.3% | +5.4% | -10.7% | -6.2% |
| 30D | -8.6% | +11.4% | -19.9% | -10.8% |
| 3M | -1.2% | +11.4% | -12.6% | -4.3% |
| 6M | -16.6% | +16.6% | -33.2% | -21.4% |
| YTD | -31.5% | +41.7% | -73.2% | -39.5% |
| 1Y | -32.3% | +35.4% | -67.7% | -39.5% |
| All | -32.3% | +31.2% | -63.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling