-42.5%
GRAB vs FN
+12.8%
-55.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -6.9% | -6.5% |
| 7D | -13.9% | +5.8% | -19.7% | -14.3% |
| 30D | -17.2% | -20.6% | +3.5% | -15.8% |
| 3M | -7.9% | -28.6% | +20.7% | -6.0% |
| 6M | -23.2% | -20.7% | -2.5% | -24.3% |
| YTD | -39.1% | -8.1% | -30.9% | -42.6% |
| 1Y | -42.5% | +13.3% | -55.9% | -48.6% |
| All | -42.5% | +12.8% | -55.3% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling