-57.7%
FISV vs GRAB
-74.7%
+16.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -7.2% | -12.0% | +4.8% | -6.4% |
| 30D | -7.2% | -19.5% | +12.3% | -5.8% |
| 3M | -8.2% | -8.0% | -0.2% | -7.6% |
| 6M | -17.7% | -22.2% | +4.5% | -16.4% |
| YTD | -27.2% | -39.7% | +12.5% | -24.9% |
| 1Y | -63.0% | -43.2% | -19.8% | -61.8% |
| 3Y | -59.8% | -19.1% | -40.7% | -59.7% |
| 5Y | -55.8% | -72.0% | +16.2% | -57.3% |
| All | -57.7% | -74.7% | +16.9% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling