+162.8%
FTNT vs GRAB
-71.8%
+234.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | -0.1% | -10.8% | +10.7% | +1.6% |
| 30D | -3.0% | -15.5% | +12.5% | -0.5% |
| 3M | +7.6% | -9.0% | +16.5% | +8.8% |
| 6M | +87.0% | -21.6% | +108.5% | +93.1% |
| YTD | +96.5% | -38.9% | +135.4% | +110.8% |
| 1Y | +92.9% | -44.8% | +137.8% | +109.6% |
| 3Y | +139.8% | -18.4% | +158.3% | +140.5% |
| All | +162.8% | -71.8% | +234.6% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling