-74.3%
GRAB vs FLR
+206.6%
-280.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -10.8% | -3.5% | -7.3% | -10.3% |
| 30D | -15.5% | +4.2% | -19.7% | -16.1% |
| 3M | -9.0% | +8.1% | -17.0% | -10.7% |
| 6M | -21.6% | +21.5% | -43.1% | -25.1% |
| YTD | -38.9% | +36.8% | -75.6% | -42.8% |
| 1Y | -44.8% | +31.2% | -76.0% | -48.1% |
| 3Y | -18.4% | +53.9% | -72.3% | -27.3% |
| 5Y | -71.6% | +243.0% | -314.7% | -76.4% |
| All | -74.3% | +206.6% | -280.9% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling