-8.1%
GRAB vs FN
+169.1%
-177.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.3% |
| 7D | -5.3% | -1.7% | -3.6% | -5.1% |
| 30D | -8.6% | -22.0% | +13.4% | -6.6% |
| 3M | -1.2% | -43.0% | +41.8% | +4.0% |
| 6M | -16.6% | -27.7% | +11.2% | -15.8% |
| YTD | -31.5% | -10.5% | -20.9% | -33.2% |
| 1Y | -32.3% | +12.5% | -44.8% | -36.2% |
| All | -8.1% | +169.1% | -177.2% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling