-51.7%
FIG vs GRAB
-39.6%
-12.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.7% | -2.5% | +2.0% |
| 7D | -4.7% | +22.2% | -26.8% | -12.8% |
| 30D | +0.5% | +6.0% | -5.4% | -2.0% |
| 3M | -18.4% | -9.7% | -8.7% | -13.7% |
| 6M | +10.9% | -7.2% | +18.1% | +15.3% |
| YTD | -40.8% | -32.7% | -8.1% | -28.2% |
| 1Y | -51.7% | -41.9% | -9.8% | -35.2% |
| All | -51.7% | -39.6% | -12.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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