-74.3%
GRAB vs FFIV
+149.1%
-223.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | 0.0% |
| 7D | -10.8% | +5.4% | -16.3% | -12.8% |
| 30D | -15.5% | -2.7% | -12.9% | -14.9% |
| 3M | -9.0% | +4.5% | -13.5% | -11.2% |
| 6M | -21.6% | +42.2% | -63.8% | -33.3% |
| YTD | -38.9% | +61.3% | -100.2% | -51.3% |
| 1Y | -44.8% | +23.0% | -67.9% | -50.5% |
| 3Y | -18.4% | +156.3% | -174.7% | -49.5% |
| 5Y | -71.6% | +102.9% | -174.5% | -81.0% |
| All | -74.3% | +149.1% | -223.4% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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