-41.9%
GRAB vs FRMI
-93.1%
+51.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -10.6% | +18.3% | +8.0% |
| 7D | +22.2% | -39.7% | +61.9% | +24.6% |
| 30D | +6.0% | -55.2% | +61.2% | +9.5% |
| 3M | -9.7% | -71.2% | +61.5% | -4.9% |
| 6M | -7.2% | -64.1% | +56.9% | -5.7% |
| YTD | -32.7% | -77.2% | +44.6% | -30.5% |
| 1Y | -41.9% | -93.2% | +51.2% | -29.5% |
| All | -41.9% | -93.1% | +51.2% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling