-80.8%
FIG vs GRAB
-41.1%
-39.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -12.2% | -12.0% | -0.2% | -7.8% |
| 30D | -11.0% | -19.5% | +8.5% | -3.4% |
| 3M | +11.9% | -8.0% | +19.8% | +16.7% |
| 6M | -21.9% | -22.2% | +0.3% | -14.9% |
| YTD | -40.8% | -39.7% | -1.1% | -30.8% |
| 1Y | -56.6% | -43.2% | -13.4% | -39.2% |
| All | -80.8% | -41.1% | -39.7% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling