-18.4%
GRAB vs FRSH
-46.4%
+27.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | -10.8% | -6.6% | -4.2% | -9.5% |
| 30D | -15.5% | +2.1% | -17.6% | -16.1% |
| 3M | -9.0% | +29.0% | -37.9% | -14.0% |
| 6M | -21.6% | +48.6% | -70.2% | -28.6% |
| YTD | -38.9% | -2.9% | -35.9% | -39.3% |
| 1Y | -44.8% | -7.9% | -36.9% | -44.7% |
| 3Y | -18.4% | -46.5% | +28.1% | -6.3% |
| All | -18.4% | -46.4% | +27.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling