-79.9%
FIG vs GRAB
-40.3%
-39.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +4.3% |
| 7D | -3.8% | -10.8% | +7.0% | +0.5% |
| 30D | -2.3% | -15.5% | +13.2% | +4.0% |
| 3M | +20.0% | -9.0% | +28.9% | +25.3% |
| 6M | -16.7% | -21.6% | +4.9% | -9.5% |
| YTD | -37.9% | -38.9% | +1.0% | -27.8% |
| 1Y | -58.5% | -44.8% | -13.7% | -45.0% |
| All | -79.9% | -40.3% | -39.6% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling