-74.3%
GRAB vs USFR
+20.6%
-95.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -10.8% | +0.1% | -11.0% | -10.8% |
| 30D | -15.5% | +0.4% | -15.9% | -15.5% |
| 3M | -9.0% | +1.0% | -10.0% | -9.0% |
| 6M | -21.6% | +2.0% | -23.6% | -21.7% |
| YTD | -38.9% | +2.8% | -41.6% | -39.1% |
| 1Y | -44.8% | +4.1% | -48.9% | -45.4% |
| 3Y | -18.4% | +14.1% | -32.6% | -23.6% |
| 5Y | -71.6% | +20.6% | -92.2% | -75.0% |
| All | -74.3% | +20.6% | -95.0% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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