-74.7%
GRAB vs FND
-41.8%
-32.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -12.0% | -5.1% | -6.9% | -10.4% |
| 30D | -19.5% | -22.5% | +3.0% | -12.3% |
| 3M | -8.0% | -5.0% | -2.9% | -7.3% |
| 6M | -22.2% | -21.5% | -0.7% | -17.1% |
| YTD | -39.7% | -23.0% | -16.7% | -35.9% |
| 1Y | -43.2% | -44.9% | +1.7% | -32.3% |
| 3Y | -19.1% | -50.0% | +30.9% | -9.3% |
| 5Y | -72.0% | -63.3% | -8.7% | -67.7% |
| All | -74.7% | -41.8% | -32.9% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling