-80.5%
GRAB vs FN
+212.0%
-292.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.5% | -1.5% |
| 7D | -0.9% | +8.0% | -8.9% | -2.5% |
| 30D | +5.7% | -19.1% | +24.9% | +8.2% |
| 3M | -11.0% | -29.8% | +18.9% | -7.6% |
| 6M | -8.8% | -43.2% | +34.4% | -3.4% |
| YTD | -33.3% | -18.9% | -14.3% | -35.5% |
| 1Y | -43.4% | -17.9% | -25.5% | -45.6% |
| 3Y | +1.8% | +120.1% | -118.3% | -28.5% |
| 5Y | -80.5% | +206.7% | -287.2% | -90.6% |
| All | -80.5% | +212.0% | -292.5% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling