-74.4%
GRAB vs FN
+506.3%
-580.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -6.9% | -6.5% |
| 7D | -13.9% | +5.8% | -19.7% | -14.7% |
| 30D | -17.2% | -20.6% | +3.5% | -14.6% |
| 3M | -7.9% | -28.6% | +20.7% | -4.3% |
| 6M | -23.2% | -20.7% | -2.5% | -23.2% |
| YTD | -39.1% | -8.1% | -30.9% | -41.5% |
| 1Y | -42.5% | +13.3% | -55.9% | -47.5% |
| 3Y | -18.3% | +175.7% | -194.0% | -44.1% |
| 5Y | -71.7% | +297.4% | -369.1% | -83.9% |
| All | -74.4% | +506.3% | -580.7% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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