+541.0%
FTNT vs GRAB
-74.4%
+615.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.9% |
| 7D | +1.7% | -13.9% | +15.6% | +4.1% |
| 30D | -4.3% | -17.2% | +12.9% | -1.5% |
| 3M | +13.6% | -7.9% | +21.5% | +14.7% |
| 6M | +87.6% | -23.2% | +110.8% | +94.5% |
| YTD | +98.0% | -39.1% | +137.1% | +112.5% |
| 1Y | +96.9% | -42.5% | +139.5% | +112.6% |
| 3Y | +145.4% | -18.3% | +163.7% | +145.9% |
| 5Y | +153.0% | -71.7% | +224.7% | +163.5% |
| All | +541.0% | -74.4% | +615.4% | +573.1% |
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 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