-74.3%
GRAB vs FND
-41.2%
-33.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | -10.8% | -5.8% | -5.1% | -9.0% |
| 30D | -15.5% | -20.2% | +4.7% | -8.9% |
| 3M | -9.0% | -12.0% | +3.0% | -5.8% |
| 6M | -21.6% | -18.5% | -3.1% | -17.5% |
| YTD | -38.9% | -22.3% | -16.6% | -35.3% |
| 1Y | -44.8% | -47.6% | +2.8% | -32.9% |
| 3Y | -18.4% | -49.8% | +31.3% | -8.6% |
| 5Y | -71.6% | -63.0% | -8.7% | -67.4% |
| All | -74.3% | -41.2% | -33.2% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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