-71.2%
GRAB vs FN
+490.5%
-561.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.5% |
| 7D | -5.3% | -1.7% | -3.6% | -5.0% |
| 30D | -8.6% | -22.0% | +13.4% | -5.5% |
| 3M | -1.2% | -43.0% | +41.8% | +6.6% |
| 6M | -16.6% | -27.7% | +11.2% | -15.3% |
| YTD | -31.5% | -10.5% | -20.9% | -33.9% |
| 1Y | -32.3% | +12.5% | -44.8% | -38.0% |
| 3Y | -10.7% | +153.8% | -164.5% | -37.7% |
| 5Y | -67.9% | +288.0% | -355.9% | -81.6% |
| All | -71.2% | +490.5% | -561.8% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling